Section: Dissemination

Teaching

• A. Alfonsi

  Course on "Probability theory and statistics" directed by B. Jourdain, first year ENPC

• A. Alfonsi, B. Jourdain, M.C. Kammerer-Quenez

  course "Mathematical methods for finance", 2nd year ENPC.

• V. Bally

  - Malliavin Calculus and numerical applications in finance. (Master 2 of the University Marne la Vallee)

  - Probabilistic methods for risk analysis. (Master 2 of the University Marne la Vallée)

• M.P. Bavouzet 1/2 ATER in Paris-Dauphine

• B. Jourdain : - Course "Probability theory and statistics", first year ENPC

  - Course "Introduction to probability theory and simulation", first year, Ecole Polytechnique

  - Projects and courses in finance, Majeure de Mathématiques Appliquées, 3rd year, Ecole Polytechnique

• B. Jourdain, B. Lapeyre : course "Monte-Carlo methods in finance", 3rd year ENPC and Master Recherche Mathématiques et Application, university of Marne-la-Vallée

• A. Kohatsu-Higa:

  Courses on differential equations, mathematical finance and complex analysis at Osaka University

  [2006.07.10-12] Special short course on kernel density estimation methods delivered by Kic Udina (Universitat Pompeu Fabra, Spain)

• D. Lamberton :

  -Second year of Licence de mathématiques et informatique (multivariate calculus), Université de Marne-la-Vallée.

  -Third year of Licence de mathématiques (differential calculus, differential equations), Université de Marne-la-Vallée.

  - Master course ``Calcul stochastique et applications en finance", Université de Marne-la-Vallée.

• B. Lapeyre

  - Course on "Modelisation and Simulation", ENPC, 2nd year.

  - "Exercise in probability", Ecole Polytechnique, 1st year.

  - Course on "Monte-Carlo methods for finance", Master program in Random analysis and systems, University of Marne la Vallée and Ecole des Ponts.

• D. Lefèvre

  - Assistant professor at ENSTA, in charge of the mathematical finance program.

  - graduate course in Hamlstad, Sweden on ``Montecarlo methods in Finance''.

• J. Lelong

  • Cours "Méthodes numériques pour la Finance", 2ème année ENSTA.

  • TD du cours "Introduction aux probabilités et aux statistiques", 1ère année ENSTA

  • TD du cours "Cha?nes de Markov", 2éme année ENSTA

• M.C. Kammerer-Quenez

  - Courses for undergraduate students in mathematics, Université Marne la Vallée (Calculus, algebra)

  - Course on stochastic processes, graduate program, University of Marne-la-Vallée

  - Introductary course on financial mathematics, ENPC.

  - Graduate course on interest rate models, ENPC (in collaboration with Christophe Miche, CALYON)

• A. Sulem

  - Course on numerical methods in finance, Master II MASEF and EDPMAD, University Paris-Dauphine (21 hours)

  - Collège de Polytechnique: Coordinator of a seminar on ``Numerical methods in Finance'' for professionals and course on numerical methods in stochastic control (December 2006)

• Guest lecturer, Master Program, Halmstad University, Suède : (20h) 2006-2007.

• P. Tankov Assistant Professor Paris7