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.
- 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
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.
- 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.
- Assistant professor at ENSTA, in charge of the mathematical finance program.
- graduate course in Hamlstad, Sweden on ``Montecarlo methods in Finance''.
- 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)
- 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