Section: Dissemination

Teaching - Supervision - Juries

Teaching

• Master : M. Bossy, Continuous Probabilistic Models with Applications in Finance, 45h, M2 IMAFA (Informatique et Mathématiques Appliquées à la Finance et à l'Assurance), Ecole Polytechnique Universitaire, Univ. Nice – Sophia Antipolis, France.

• Master : M. Bossy, Risk management on energetic financial markets, 13.5h, Master Ingénierie et Gestion de l'Energie, École des Mines de Paris at Sophia-Antipolis, France.

• Master : M. Bossy Particle Methods, 18 h, Master 2 Probabilité et Applications at Université Paris 6, France.

• Master: N. Champagnat, Introduction to Quantitative Finance, 13.5h, M1, Ecole des Mines de Nancy, France.

• Master: N. Champagnat, Introduction to Quantitative Finance, 22.5h, M2, Ecole des Mines de Nancy, France.

• Licence: P. Charton Evaluation des méthodes d'analyse appliquées aux sciences de la vie et de la santé, 27h, L1, Univ. de Lorraine, France.

• Licence: P. Charton Outils théoriques : probabilités statistiques, 37h, L3, Univ. de lorraine, France.

• Master: M.  Deaconu, Stochastic modeling, 30h, M2, Université de Lorraine, France.

• Master: M. Deaconu, Simulation of random variables, 9h, M1, Ecole des Mines de Nancy, France.

• Master : A. Lejay, Probabilistic Numerical methods for Mathematical Finance, 28.5h, M2, Université de Lorraine (Metz), France.

• Master : A. Lejay, Numerical methods, 22.5h, M2, Université de Lorraine (Nancy), France.

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

• Master: E. Tanré, Advanced numerics for Computational Finance, 30 h, M2, UNSA (Mathmodes Erasmus Mundus), France.

• Master: E. Tanré, Numerical Probability in Finance, 12 h, M2, Ecole PolytechNice (IMAFA), France.

• Master: E. Tanré, 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.

• Licence : D. Villemonais, Probabilités, 21h, L3, École des Mines de Nancy, France.

• Master: L. Violeau, 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.

• Licence: L. Violeau, Probabilty and Statistics (exercice classes), 20h, L3, Ecole Polytechnique Universitaire, Univ. Nice, France.

Supervision

• PhD in progress: Paul Charton, Hedging strategies for wind energy prices, September 2010, M. Deaconu and A. 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 : Lionel Lenôtre, Monte Carlo methods for discontinuous media, Université Rennes 1, started in October 2012, Jocelyne Erhel (IRISA), Antoine Lejay and Géraldine Pichot (IRISA).

• 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.

Juries

• M. Bossy reported on the Ph.D. thesis of Lokman Abbas-Turki, Université Paris-Est.

• A. Lejay was an expert for the thesis of N. Marie (Université Paul Sabatier, Toulouse, France).

• D. Talay reported on the Habilitation à Diriger les Recherches of M. Benalaya (Université Paris 13), and on the Ph.D. thesis of N. Millot (Ecole Centrale) and N. Belaribi (University Paris 13). He also chaired the Committee for the Habilitation à Diriger les Recherches of A. Gloria (Université de Lille).