Teaching

Lecture notes (in French)

Risk theory : Lecture, TC Sheet.
Exams : 2016 : Sujet, Correction, 2017 : Sujet, Correction, 2018 : Sujet, Correction, 2019 : Sujet, Correction.

Introduction to R language : Lecture.

R langage in actuarial science : Soon.

Numerical methods in Finance : Lecture.
Codes : simulation.py, reduction-variance.py, processus.py, edp.py.

Nonlife insurance : Lecture.
Codes : mack.R, schnieper.R.

Ecole Polytechnique

• 2018-now 1Y PC Randomness

Past

ENSAE

• 2015-present 2Y Lecture Risk theory
• 2012-2019 2Y TC Stochastic calculus for finance
• 2013-2019 1Y TC Measure theory and probabilities
• 2015-2017 3Y TC Pricing and hedging of derivatives
• 2015-2016 3Y TC Duration models
• 2012-2016 2Y TC Risk theory
• 2013-2015 3Y (and M2 MASEF Uni versité Paris-Dauphine) TD Asset pricing and arbitrage
• 2012-2015 2Y TC Statistics