This course is an advanced Macroeconomic course. It focuses on stock-flow Post-Keynesian models of monetary economics emphasizing the role of banks, credit and money. We will study the mechanics of monetary macroeconomics, banks and central banks to explain the Global Financial Crisis, slow inflation period, the Euro crisis, and the European Monetary Union.
Introduction to Energy-Climate-Economics-Finance Nexus. A 4-parts course introducing basics of challenges and views on those matters.
Green and sustainable finance, a course strongly inspired from Thierry Roncalli's course in Asset Management, but not only.
Prospective modeling and stress-testing for climate risk, with case study.
A journey into Stochastic Finance for economists
Introduction to Arbitrage Pricing Theory From the binomial asset pricing model to Black Scholes
Stochastic Calculus in Finance. From Black Scholes to volatility modelling: a state-of-the-art lecture inspired from JP Bouchaud lecture at College de France
Monte-Carlo Methods for Derivative Pricing and hedging, with R.
This course aims at presenting and practicing prospective analysis, with a particular emphasis on climate and environment related issues. In a first step, we present the broad methodology and put ourselves in a simulation exercise on a regional scale problem. In a second step, we present state-of-the-art prospectives studies and results related to global climate change (energy, population, efficiency and technology, growth) present in the IPCC AR5 as well as stylized models allowing to understand the mechanics of Integrated Assessment Models (IAMs).
This short course aims at providing testing skills upon qualitative data or small samples.
An introductory course for mathematicians to utility theory and game theory