|
|
| Hong-Kong City University. 2001. | Lectures on Mathematical
Finance: A survey on mathematical finance: hedging, investment, insurance, incomplete markets. |
| Munich
Spring school on Mathematical Finance April 9-12, 2002 |
Lectures:
Introduction to Credit Risk. ( lecture notes and slides ) 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) | Lectures for phD
students: Jump processes Slides of the lectures: 1st part , 2nd part , 3rd part |
|
September 2005
|
Introduction to stochastic
calculus (in french) Lectures and slides of the lectures (in 6 partd: 0 , 1 , 2 , 3 , 4 , 5 ) |
| Cycle
of Advanced Courses on Mathematical Finance 2006 ISEG, Lisbon (Portugal)
June 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. |
| CIMPA
School Marrakech Avril 2007 |
Jump
processes |
| CIMPA
School Marrakech Avril 2007 |
Lectures
on credit risk |
| AIMS
Capetown, South Africa February 2008 |
Lecture on credit Risk |
| European
Summer School DOURDAN, September 2008 |
Lévy
processes |
| Bedlewo,
summer school on Risk October 2008 |
Risk credit, slides 2, 3 4 |
| Guanajuato,
Mexico, November 2008 |
Risk credit slides 1,2,
3, 4, 5 |
| Slovenia
Summer School September 2009 |
Notes slides 1, 2,
3, 4, 5 exercises |