## Team : mathfi

## Section: Dissemination

## Teaching

V. Bally, B. Jourdain, M.C.Kammerer-Quenez

Course on"Mathematical methods for finance", 2nd year ENPC.

M.P. Bavouzet

January to February 2004: Assistant teaching at the engineer school of the university of Marne-la-Vallée, Mathematics, first year

March to June 2004: Assistant teaching at the university of Marne-la-Vallée, Mathematics, DEUG Science de la Matière, first year

October to December 2004: Assistant teaching at the university of Marne-la-Vallée, Mathematics, Introduction to Mathematics Reasonning, Licence, first year.

B. Jourdain :

- course on "Probability theory", first year ENPC

- course on "Probabilistic tools in finance", 2nd year ENPC

J.F. Delmas, B. Jourdain :

course on "Random models", 2nd year ENPC

M. Delasnerie, B. Jourdain, H. Regnier :

course on "Monte-Carlo methods in finance", DEA Probabilités et Applications, university Paris VI

J.P. Chancelier, B. Jourdain, R. Eymard:

Course "Numerical methods for financial models", DEA doctoral program "Analyse et Systemes Aléatoires", University of Marne-la-Vallée.

J. Guyon

Assistant professor for the course ``Probability and applications'' (nov. 2004 - jan. 2005), ENPC.

Assistant professor for the course ``Mathematical methods for finance'' (apr.-june 2004), ENPC

Assistant professor for the course ``Introduction to probability and statistics'' (sep. 2003 - jan. 2004), ENSTA

A. Kohatsu Higa:

Course on "Insider models with finite utility", Cours Bachelier, Institut Henri Poincaré, Paris.

D. Lamberton :

- Course undergraduate students in economy and mathematics, University of Marne-la-Vallée.

- Course on ``Stochastic calculus and applications in finance", graduate program, University of Marne-la-Vallée.

B. Lapeyre

- Course on Modelisation and Simulation, ENPC.

- Projects and courses in Finance, Majeure de Mathématiques Appliquées, École Polytechnique.

- Course on Monte-Carlo methods and stochastic algorithms, doctoral program in Random analysis and systems, University of Marne la Vallée.

- EPFL, Cycle d'Etude Postgrade en Ingenierie Mathematiques : " Numerical methods for pricing and hedging options", (15 hours).

D. Lefèvre

``Simulation and Applied Stochastic Processes in Discrete Time'', Master of Science (1st year), Spring 2004, University of Evry Val d'Essonne,

``Financial Mathematics'', Licence in Economics (3rd year), Spring 2004, University of Evry Val d'Essonne,

``Markov chains'', 2nd year ENSTA, Winter 2004.

J. Lelong

Introductive course on the C language numerical methods in Finance, doctoral program in Random analysis and systems, University of Marne la Vallée.

M. Messaoud

Linear Algebra at Dauphine university(Paris).

Mathematical finance and introduction to C++ at the Leonard De Vinci university(Paris).

M.C. Quenez

- Courses for undergraduate students in mathematics, Université Marne la Vallée

- Course on recent mathematical developments in finance, graduate program, University of Marne-la-Vallée,

- Introductary course on financial mathematics, ENPC.

A. Sulem

- Course on numerical methods in finance, DEA MASE and EDPA doctoral program , University Paris 9 Dauphine

E. Temam

- "Numerical finance", ENSTA

- "Stochastic process applied to Continuous finance", exercices, University Paris 7.

P. Tankov

- Seminars on C++ with applications to numerical analysis and finance at the University of Evry (since October)