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Section: Dissemination

Teaching

  • Master: Continuous Probabilistic Models with Applications in Finance, 30h, M2 IMAFA (Informatique et Mathématiques Appliquées à la Finance et à l'Assurance), Ecole Polytechnique Universitaire, Univ. Nice – Sophia Antipolis, France (Mireille Bossy).

  • Master: Risk management on energetic financial markets, 9h, Master Ingénierie et Gestion de l'Energie, École des Mines de Paris) at Sophia-Antipolis, France (Mireille Bossy).

  • Master: Stochastic Particle Methods, 12h, M2 Probabilités et Modèles Aléatoires at Université Paris 6, France (Mireille Bossy).

  • Master: Introduction to Quantitative Finance, 9h, M1, Ecole des Mines de Nancy, France (Nicolas Champagnat).

  • Master: Introduction to Quantitative Finance, 18h, M1, ICN Business School Nancy-Metz, France (Nicolas Champagnat).

  • Master: Introduction to Quantitative Finance, 9h, M2, Ecole des Mines de Nancy, France (Nicolas Champagnat).

  • Master: Population Genetics and Random Genealogies, 30h, M2, Univ. Henri Poincaré, France (Nicolas Champagnat).

  • Licence: Evaluation des méthodes d'analyse appliquées aux sciences de la vie et de la santé, 27h, L1, Univ. Henri Poincaré, France (Paul Charton)

  • Licence: Outils théoriques : probabilités statistiques, 37h, L3, Univ. Henri Poincaré, France (Paul Charton)

  • Licence: Colles de mathématiques , 24h, L1, Univ. Henri Poincaré, France (Paul Charton)

  • Master: Stochastic modeling, 30h, M2, Université Henri Poincaré, France (Madalina Deaconu).

  • Master: Probabilistic methods in simulation, 30h, M1, Ecole des Mines de Nancy, France (Madalina Deaconu).

  • Licence: Statistiques pour la Psychologie, 50h, L2, Université de Bourgogne (Samuel Herrmann).

  • Licence: Analyse, 25h, L2, Université de Bourgogne (Samuel Herrmann).

  • Master: Probabilités pour les mathématiques financières, 45h, M1, Ecole des Mines de Nancy (Samuel Herrmann).

  • Master: Modélisation et prévision, 30h, M1, Ecole des Mines de Nancy (Samuel Herrmann).

  • Master: Numerical methods, 15h, M2, Université Henri Poincaré, France (Antoine Lejay).

  • Licence: Probabilités et Statistiques, 36 h, L2 MASS, Université de Nice – Sophia Antipolis, France (Nicolas Perrin).

  • Licence: Probabilités, 30 h, L2 BIM, Université de Nice – SophiaAntipolis, France (Nicolas Perrin).

  • Master: Stochastic Numerical Methods, École Polytechnique (up to August, Denis Talay had a part time position of Professor in this elite institution).

  • Master: Stochastic Flows, 12h, M2 Probabilités et Applications and M2 Probabilités et Finance at Université Paris 6, France (Denis Talay).

  • Master: Advanced numerics for Computational Finance, 40 h, M2, UNSA (Mathmodes Erasmus Mundus), France (Etienne Tanré).

  • Master: Numerical Probability in Finance, 20 h, M2, Ecole PolytechNice (IMAFA), France (Etienne Tanré).

  • Master: Numerical Methods in Finance, two sessions with 18 h, M2, ULB (University Certificates in Financial and Insurance Risk Modelling And Quantitative Methods in Finance), Belgium (Etienne Tanré).

  • Master: Continuous Probabilistic Models with Applications in Finance (exercice classes), 20h, M2 IMAFA (Informatique et Mathématiques Appliquées à la Finance et à l'Assurance), Ecole Polytechnique Universitaire, Univ. Nice, France (Laurent Violeau).

  • PhD in progress: Paul Charton, Hedging strategies for wind energy prices, September 2010, Madalina Deaconu and Antoine Lejay.

  • PhD in progress: Julien Claisse, Stochastic control of population dynamics, September 2010, N. Champagnat, D. Talay.

  • PhD in progress: Dalia Ibrahim, Mathematical modelling for technical analysis techniques, November 2009, D. Talay and E. Tanré.

  • PhD in progress : Geoffrey Nichil, Provisionnement en assurance non-vie et optimisation du calcul du SCR, 2011, S. Herrmann and P. Vallois.

  • PhD in progress: Sebastian Niklitschek-Soto, Discretized stochastic differential equations related to one-dimensional partial differential equations of parabolic type involving a discontinuous drift coefficient, September 2010, D. Talay.

  • PhD in progress: Nicolas Perrin, Stochastic methods in molecular dynamics, October 2009, M. Bossy, N. Champagnat, D. Talay.

  • PhD in progress: Laurent Violeau, Stochastic Lagrangian Models and Applications to Downscaling in Fluid Dynamics, October 2010, M. Bossy and A. Rousseau.