Section: Dissemination
Teaching
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A. Alfonsi:
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“Modéliser, Programmer et Simuler”, second year course at the Ecole des Ponts.
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“Calibration, Volatilité Locale et Stochastique”, third-year course at ENSTA (Master with Paris I).
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“Traitement des données de marché : aspects statistiques et calibration”, lecture for the Master at UPEMLV.
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“Mesures de risque”, Master course of UPEMLV and Paris VI.
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V. Bally:
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B. Jourdain :
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B. Jourdain, B. Lapeyre: course "Monte-Carlo methods in finance", 3rd year ENPC and Master Recherche Mathématiques et Application, University of Marne-la-Vallée
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J.-F. Delmas, B. Jourdain: course "Jump processes with applications to energy markets", 3rd year ENPC and Master Recherche Mathématiques et Application, university of Marne-la-Vallée
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D. Lamberton:
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A. Sulem: