- course on probability theory, ENPC (1st year) (42h)
- projects on financial mathematics, ENPC (2nd year) (10h)
- Course on Statistics (10h)
- Adviser for students in architecture
Course "Malliavin calculus and applications in finance" , Master program "Random analysis and systems", University of Marne la Vallée.
V. Bally, B. Jourdain, M.C.Kammerer-Quenez
Course on "Mathematical methods for finance", 2nd year ENPC.
- 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, Undergraduate program, 3rd year.
L3 maths : Differential Calculus - Hilbert Spaces
M1 maths : Functional Analysis - Probability.
B. Jourdain :
- course on "Probability theory and statistics", first year ENPC.
- course on "Mathematical methods for finance", 2nd year ENPC (with José da Fonseca).
- Projects and courses in finance, Majeure de Mathématiques Appliquées, Ecole Polytechnique.
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", Master Probability and Applications, University Paris VI
J.P. Chancelier, B. Jourdain:
Course "Numerical methods for financial models", Master program "Analyse et Systemes Aléatoires", University of Marne-la-Vallée.
B. Jourdain, B. Lapeyre :
course "Monte-Carlo methods in finance", 3rd year ENPC and Master Recherche Mathématiques et Application, University of Marne-la-Vallée
Course ``Probability and Statistics'', teacher (42h, Oct. 2005 - Feb. 2006), ENPC.
Course ``Statistics and data analysis'', teacher (8h, May-June 2005), ENPC.
Course ``Finance: mathematical and numerical aspects'', teacher assistant (9h, April-June 2005), ENPC.
Course ``Introduction to probability and statistics'', teacher assistant (29h, Jan.-June 2005), ENSTA.
- Lower bound estimates by Malliavin Calculus. Harnack inequalities and positivity for solutions of partial differential equations. Cortona, Italy. June 12-18, 2005 (4hours).
- Unesco Courses. Insider problems with finite utility. Tunis, November 2005 (12 hours).
- Numerical Methods in Finance. ENSTA (10 hours).
D. Lamberton :
- Second year undergraduate program in economics , 3rd year (linear algebra)
- Master course ``Calcul stochastique et applications en finance", University of Marne-la-Vallée.
- Course on American options, chaire UNESCO, Tunis, November 21-25.
- Course on Modelisation and Simulation, ENPC.
- Projects and courses in Finance, Majeure de Mathématiques Appliquées, Ecole 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).
- Assistant professor at ENSTA, in charge of the mathematical finance program.
- Introduction to Probability theory and Statistics, ENSTA (24 hours)
- Statistics projects, ENPC (6 hours)
- Applied courses on Programming in C, UMLV (18 hours) , Doctoral program ASA.
Numerical methods in Finance, ENSTA 2nd year program
- Courses for undergraduate students in mathematics, University of Marne la Vallée
- Course on recent mathematical developments in finance, graduate program, University of Marne-la-Vallée,
- Introductary course on financial mathematics, ENPC.
- Course on numerical methods in finance, Master MASEF and EDPMAD, University Paris-Dauphine (21 hours)
- Doctoral Course in the framework of the Chaire Unesco program in Tunis on numerical methods in Finance (15 hours) (October 2005) http://www.tn.refer.org/unesco/semestre4/semestre4-fr.htm .
- Seminars on C++ with applications to numerical analysis and finance at the University of Evry
- Course on Model calibration and option hedging, EISTI (Cergy Pontoise), 18 hours.
Assistant teaching at the University of Evry:
- ``Numerical analysis'', 2nd year IUP.
- ``Mathematical finance'', under graduate program in Economics. 3rd year.