Cours avancés - Monique Jeanblanc

Hong-Kong City University. 2001.

Lectures on Mathematical Finance:

Munich Spring school on Mathematical Finance
April 9-12, 2002

Lectures: Introduction to Credit Risk. ( cours  et transparents )
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) 2004
Cours de formation par la recherche: Processus à sauts
Transparents du cours: 1ere partie , 2eme partie , 3eme partie

Septembre 2005

Introduction au calcul stochastique
Cours et transparents du cours  (en 6 parties: 01  ,  2  ,  3  ,  4  , 5  )

Cycle of Advanced Courses on Mathematical Finance 2006
ISEG, Lisbon (Portugal)
Juin 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.

Summer School CIMPA
Marrakech, April 2007

Jump processes

Summer School CIMPA
Marrakech, April 2007

Credit Risk

AIMS Capetown Afrique du Sud

Risque de crédit

European Summer School Dourdan
Septembre 2008

Processus de Lévy

Summer School 

Credit Risk Slides 1, 2, 3,

Guanajuato, Mexique, Novembre 2008

Credit Risk Slides 1, 2, 3, 4, 5,