ENSAE Paris - Master 2 / Engineering Cycle + Specialized Masters - Tutorials (12 hours)

• Date: Summer 2026

• Language: English

• References: Dr. Anna Smyk < Anna.Smyk[at]insee.fr >

Course description: This course aims at discovering, manipulating, and applying the statistical tools indispensible for handling Linear Time Series, key in finance and macroeconomics. The tutorials consists both of applied mathematics exercises and informatic sessions.

📚 Access to Recap Sheets to guide intuition and help understanding📚

Université Panthéon-Sorbonne Paris 1 - Master 2 / MBFA - Lecture Course (18 hours)

• Date: Spring 2026

• Language: French

• References: Dr. Jézabel Couppey-Soubeyran < Couppey[at]univ-paris1.fr >

Course description: This practical course designed for Master's students in Banking, Finance, and Insurance aims at providing a solid introduction to the statistical and econometric foundations of quantitative risk management, with a strong emphasis on real-world financial applications. Students learn how to measure and interpret key risk indicators—including volatility, beta, Value at Risk (VaR), and Expected Shortfall (ES)—and implement these tools using Python and real market data. The course combines intuition-driven learning with hands-on analysis, enabling participants to critically assess the strengths and limitations of modern risk measurement techniques. 

📚 Access to Course Material (Lecture Notes + Python tutorials)📚

ENSAE Paris - Master 1 / Engineering Cycle - Tutorials (18 hours)

• Date: Spring 2026

• Language: English

• References: Pr. Jean-David Fermanian < Jean-David.Fermanian[at]ensae.fr >

Course description: This course aims at discovering, manipulating, and applying the statistical tools indispensible for handling Linear Time Series, key in finance and macroeconomics. The tutorials consists both of applied mathematics exercises and informatic sessions.

📚 Access to Recap Sheets to guide intuition and help understanding📚