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