Teaching

Current lectures:

Foundation of Risk Management 

Portfolio Management

Copulas and applications [slides Part 1, Part 2, Part 3]

Machine Learning in finance : theoretical foundations (master level lectures at ENSAE)

Past lectures: 

Credit derivatives
Estimation and an introduction to the theory of tests
Duration Models [course]
Nonlinear Econometrics (master level lectures at ENSAE), 

Asset pricing and arbitrage in discrete time (Master MMMEF Univ. Paris 1) 

Risk Management (Master Isifar Univ. Paris 7)

Risk Management (Executive program DiFiQ, Univ. Paris-Dauphine).