Ahmed KEBAIER

Teaching Responsabilities

Co-Director of Master 2 Quantitative Finance
    Université d'Évry, Université Paris-Saclay

Teaching Matters

Current courses:

• Statistical Methods and Data Science for Finance

  Master FINANCIAL ENGINEERING, Modeling, Simulation and Data Analytics, Ecole Polytechnique and Sorbonne Université:

  
  Python (Jupyter Notebook) tutorials with Mathieu Rosenbaum on
  
  
  
  • Portfolio Analysis
  • Principal component analysis with real finacial data
  • Regressions models (Ridge, Lasso)
  • Estimating Covariance Matrices
  • MLE estimator for ARCH, GARCH parameters on real data

• Numerical methods in Finance

  Master MSc International Finance, HEC Paris:

  Lecture 1, Lecture 2, Lecture 3, Lecture 4, Lecture 5, Lecture 6, Lecture 7, Lecture 8

• Monte Carlo Techniques,

  ENSTA