Section: Dissemination
Teaching

A. Alfonsi
 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

V. Bally
Course "Malliavin calculus and applications in finance" , Master program "Random analysis and systems", University of Marne la Vallée.

V. Bally, B. Jourdain, M.C.KammererQuenez
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 MarnelaVallée, Mathematics, first year.
 March to June 2004: Assistant teaching at the university of MarnelaVallée, Mathematics, DEUG Science de la Matière, first year.
 October to December 2004: Assistant teaching at the university of MarnelaVallée, Mathematics, Introduction to Mathematics Reasonning, Undergraduate program, 3rd year.

E. Clément
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 "MonteCarlo 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 MarnelaVallée.

B. Jourdain, B. Lapeyre :
course "MonteCarlo methods in finance", 3rd year ENPC and Master Recherche Mathématiques et Application, University of MarnelaVallée

J. Guyon
Course ``Probability and Statistics'', teacher (42h, Oct. 2005  Feb. 2006), ENPC.
Course ``Statistics and data analysis'', teacher (8h, MayJune 2005), ENPC.
Course ``Finance: mathematical and numerical aspects'', teacher assistant (9h, AprilJune 2005), ENPC.
Course ``Introduction to probability and statistics'', teacher assistant (29h, Jan.June 2005), ENSTA.

A. KohatsuHiga:
 Lower bound estimates by Malliavin Calculus. Harnack inequalities and positivity for solutions of partial differential equations. Cortona, Italy. June 1218, 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 MarnelaVallée.
 Course on American options, chaire UNESCO, Tunis, November 2125.

B. Lapeyre
 Course on Modelisation and Simulation, ENPC.
 Projects and courses in Finance, Majeure de Mathématiques Appliquées, Ecole Polytechnique.
 Course on MonteCarlo 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
 Assistant professor at ENSTA, in charge of the mathematical finance program.

J. Lelong
 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.

M. Messaoud
Numerical methods in Finance, ENSTA 2nd year program

M.C. KammererQuenez
 Courses for undergraduate students in mathematics, University of Marne la Vallée
 Course on recent mathematical developments in finance, graduate program, University of MarnelaVallée,
 Introductary course on financial mathematics, ENPC.

A. Sulem
 Course on numerical methods in finance, Master MASEF and EDPMAD, University ParisDauphine (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/semestre4fr.htm .

P. Tankov
 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.

E. Voltchkova
Assistant teaching at the University of Evry:
 ``Numerical analysis'', 2nd year IUP.
 ``Mathematical finance'', under graduate program in Economics. 3rd year.