Teaching

At ENSAE I teach courses in quantitative finance, energy risk management and green finance

Here you can download the lecture notes for some of my present and past courses

Lecture notes for the course "Volatility surface" of the M2 program "Modélisation Aléatoire", Paris-Diderot university

Lecture notes for the course "Stochastic models in finance" of the M2 program "Modélisation Aléatoire", Paris-Diderot university

Lecture notes for the course "Introduction to mathematical finance", 2nd year ENSAE