|
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| Hong-Kong City University.
2001. |
Lectures on Mathematical
Finance: |
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| Munich
Spring school on Mathematical Finance April 9-12, 2002 |
Lectures:
Introduction to Credit Risk. ( cours et transparents ) The spring school is designed for PhD students, postdocs and practitioners with some knowledge of probability and statistics, and some knowledge of mathematical finance. The aim of the lectures is to lead the participants from their current level to the forefront of research. |
|
| Ecole Nationale de la Statistique et de l'Administration Economique (ENSAE) 2004 | Cours de formation par la
recherche: Processus à sauts Transparents du cours: 1ere partie , 2eme partie , 3eme partie |
|
|
Septembre 2005
|
Introduction au calcul
stochastique Cours et transparents du cours (en 6 parties: 0 , 1 , 2 , 3 , 4 , 5 ) |
|
| Cycle
of
Advanced Courses on Mathematical Finance 2006 ISEG, Lisbon (Portugal)
Juin 2006 |
The Cycle is addressed to mathematicians, economists, managers, business people and also to advanced undergraduate, Masters and Ph.D. students either in Mathematics or Economy and Management who wish to deepen their knowledge in the use of mathematical techniques in Finance. | |
| Summer
School CIMPA Marrakech, April 2007 |
Jump
processes |
|
| Summer
School CIMPA Marrakech, April 2007 |
Credit Risk |
|
| AIMS
Capetown Afrique du
Sud |
Risque de crédit |
|
| European
Summer School
Dourdan Septembre 2008 |
Processus
de Lévy |
|
| Summer
School BEDLEWO |
Credit Risk Slides 1, 2,
3,
|
|
| Guanajuato,
Mexique, Novembre 2008 |
Credit Risk Slides 1, 2,
3, 4, 5,
|