Advanced lectures - Monique Jeanblanc

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: 01  ,  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