HongKong City University.
2001. 
Lectures on Mathematical
Finance:
A
survey on mathematical finance: hedging, investment, insurance,
incomplete
markets. 


Munich
Spring school on Mathematical Finance
April 912, 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
