Teaching

Teaching experience at ENSIIE

• Spring 2024:

  • Produits dérivés - Volatility - M2QF: slides_1, file_1, slides_2, slides_3, projet

  • Projet Recherche M1 MA - S4

• Spring 2023: 

  • Produits dérivés - Rough Volatility - M2QF

  • Projet math - S2 : sujet_1, slides_1, sujet_2, slides_2

  • Stochastic Calculus M1 MA - S4

  • Projet Recherche M1 MA - S4

• Spring 2022: Produits dérivés - Rough Volatility - M2QF, Stochastic Calculus M1 MA - S4, Projet math - S2, Projet Recherche M1 MA - S4

• Fall 2021: PST, Processus stochastiques M1 MA - S3

• Spring 2021: Produits dérivés - Rough Volatility - M2QF, Projet math - S2, Projet Recherche M1 MA - S4

• Spring 2020: Produits dérivés - Rough Volatility - M2QF, Stochastic Calculus M1 MA - S4, Projet math - S2, Projet Recherche M1 MA - S4

• Fall 2019: PST, Processus stochastiques -M1 MA - S3

• Spring 2019: Produits dérivés - Rough Volatility - M2QF, Projet math - S2, Projet Recherche M1 MA - S4

• Fall 2018: Probabilités - S1, Processus stochastiques M1 MA - S3

• Spring 2018: Projet math - S2, Projet Recherche M1 MA - S4

• Fall 2017: Probabilités - S1, Processus stochastiques M1 MA - S3

• Spring 2017: Projet math - S2, Projet Recherche M1 MA - S4

• Fall 2016: Probabilités - S1, Processus stochastiques M1 MA - S3

• Spring 2016: Projet math - S2, Projet Recherche M1 MA - S4

• Fall 2015: Probabilités - S1

• Spring 2015: Projet math - S2, Projet Recherche M1 MA - S4, Modèles discrets en finance M1 MA - S4

Teaching experience at ENSAE

• Spring 2021-23: FA327 Numerical Methods in Financial Engineering 

Teaching experience at , FEOR, Africa Business School 

• Spring 2021-23: Ingénierie Financière et gestion des risques

Teaching experience at École Polytechnique 

• Spring and fall 2021-23: EA recherche en mathématiques financières

Teaching experience at EPFL

• Fall 2014-22: MATH 472 - FIN 472: Computational Finance (Instructor)

Teaching experience at Carnegie Mellon

• Fall 2012: MATH 370 - Discrete Time Finance (Instructor)

• Spring 2012: MATH 341 - Linear Algebra (Instructor);

• Spring 2012: MATH 881 - Deterministic and Stochastic Optimal Control (Organizer)

• Fall 2011: MATH 370 - Discrete Time Finance (Instructor)

• Spring 2011: MATH 882 - Semimartingales and Stochastic Integrals (Instructor)

• Fall 2010: MATH 341 - Linear Algebra (Instructor)

Teaching experience at Cornell

• Fall 2009: MATH 1110 - Calculus I (Instructor)

• Spring 2009: MATH 4740 - Stochastic Processes (Grader)

• Spring 2008: MATH 2940 - Linear Algebra for Engineers (Teaching Assistant)

• Fall 2007: MATH 4130 - Honors Introduction to Analysis I (Grader)

• Summer 2007: Calculus I (Grader)

• Spring 2007: MATH 2940 - Linear Algebra for Engineers (Teaching Assistant)

• Fall 2006: MATH 2940 - Linear Algebra for Engineers (Teaching Assistant)

Tutoring experience at Cornell

• Spring 2009: MATH 2930 - Differential Equations for Engineers

• Fall 2008: MATH 2940 - Linear Algebra for Engineers

• Fall 2007: MATH 2230 - Theoretical Linear Algebra and Calculus

Outreach programs at Cornell

• Summer 2009: Research assistant for the Number's project - Episodes 517, 518, 519, 520

• Winter 2008: Research assistant for the Math Explorer's Club project - Auctions

• Fall 2008: Research assistant for the Math Explorer's Club project - Mathematical Finance

• Summer 2008: Research assistant for the Math Explorer's Club project - Mathematical Finance

• Winter 2007: Research assistant for the Number's project - Episodes 102, 107, 108

Teaching experience at Universidad de los Andes

• Summer 2005: Differential Calculus (Instructor)

• Spring 2005: Differential Equations (Teaching Assistant)

• Spring 2005: Multivariate Calculus for Engineers (Teaching Assistant)

• Fall 2004: Differential Equations (Teaching Assistant)

• Spring 2004: Introduction to Linear Algebra and Geometry (Teaching Assistant)

• Fall 2003: Differential Equations (Teaching Assistant)

Teaching experience at Universidad del Rosario

• Spring 2005: Linear Algebra for Economists (Professor)

• Fall 2004: Linear Algebra for Economists (Professor)