Section: Dissemination
Teaching
M. Bossy gave a 15h course on Continuous Probabilistic Models with Applications in Finance in the Master IMAFA (Informatique et Mathématiques Appliquées à la Finance et à l'Assurance , Ecole Polytechnique Universitaire , Nice – Sophia Antipolis), and a 9h course on Risk management on energetic financial markets in the Master Ingénierie et Gestion de l'Energie (École des Mines de Paris) at Sophia-Antipolis. M. Bossy also gave a 12h course on Particle Methods at the Master M2 Probabilité et Applications at Université Paris 6.
N. Champagnat gave a 15h course on Continuous Probabilistic Models with Applications in Finance in the Master IMAFA (Informatique et Mathématiques Appliquées à la Finance et à l'Assurance , Ecole Polytechnique Universitaire , Nice – Sophia Antipolis).
O. Davidau gave 16h of exercice classes on Continuous Probabilistic Models with Applications in Finance in the Master IMAFA (Informatique et Mathématiques Appliquées à la Finance et à l'Assurance , Ecole Polytechnique Universitaire , Nice – Sophia Antipolis) and 28h of exercice classes on Numerical Analysis in the Licence 3 MAM (Mathématiques Appliquées & Modélisation , Ecole Polytechnique Universitaire , Nice – Sophia Antipolis).
M. Deaconu gave a course on Stochastic Calculus (30h) in the Master 2 Recherche of Applied Mathematics at Université Nancy 1 for 2009–2010.
P.-E. Jabin, in addition to his regular teaching activity as a half-time professor in Nice University, gave a Master course on Averaging lemmas and kinetic equations in Granada.
A. Lejay gave a course on Stochastic Differential Equations (30h) and Monte Carlo Methods (15h) in the Master 2 Recherche of Applied Mathematics at Université Nancy 1 for 2009–2010.
D. Talay has a part time position of Professor at École Polytechnique. He also teaches probabilistic numerical methods at Université Paris 6 (Master degree in Probability).
E. Tanré gave a 30 hours course on numerical stochastic methods in the Master 2 MathMods - Erasmus Mundus and a 15 hours course in the Master IMAFA (Informatique et Mathématiques Appliquées à la Finance et à l'Assurance , Ecole Polytechnique Universitaire , Nice – Sophia Antipolis).