Section: Dissemination

Teaching

• A. Alfonsi:

  1. “Modéliser, Programmer et Simuler”, second year course at the Ecole des Ponts.

  2. “Calibration, Volatilité Locale et Stochastique”, third-year course at ENSTA (Master with Paris I).

  3. “Traitement des données de marché : aspects statistiques et calibration”, lecture for the Master at UPEMLV.

  4. “Mesures de risque”, Master course of UPEMLV and Paris VI.

• V. Bally:

  1. Master 2 of the University Marne la Vallée:

     -Malliavin Calculus and numerical applications in fiance

     - Probabilistic methods for risk analysis.

     -Taux d'itérêt

• B. Jourdain :

  1. Course "Probability theory and statistics", first year ENPC

  2. Course "Introduction to probability theory", 1st year, Ecole Polytechnique

  3. Course "Stochastic numerical methods", 3rd year, Ecole Polytechnique

  4. projects in finance and numerical methods, 3rd year, Ecole Polytechnique

• B. Jourdain, B. Lapeyre: course "Monte-Carlo methods in finance", 3rd year ENPC and Master Recherche Mathématiques et Application, University of Marne-la-Vallée

• 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

• D. Lamberton:

  1. Second year of Licence de mathématiques (probability), Université Paris-Est Marne-la-Vallée.

  2. Master course “Calcul stochastique et applications en finance", Université Paris-Est Marne-la-Vallée.

• A. Sulem:

  1. Master Course, Université Paris IX-Dauphine, Département MIDO (Mathématiques et Informatique de la Décision et des Organisations), Master MASEF, (21 h) Finite difference methods in Finance

  2. Master of Mathematics, Université du Luxembourg, 15h, December 2011. Numerical Methods in Finance.