Ahmed KEBAIER
Profile
Research
Contributed Talks
Teaching
Events
Links
Contact
ahmed.kebaier
at
univ-evry.fr
Tél: +33 (0)1 64 85 34 85
Fax: +33 (0)1 64 85 36 01
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
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Lecture 2
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Lecture 3
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Lecture 4
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Lecture 5
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Lecture 6
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Lecture 7
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Lecture 8
Monte Carlo Techniques,
ENSTA