Main experience after Stanford

A. Introduction to Calculus -at several levels, Discrete Math and Differential Equations with Laplace Transform.

• Conic Sections for SAT. Preparation for Admission Tests. Introduction to MATLAB for Electromechanics.

• Course on Precollege Math.

• Geometry for Math Olympiads, or Middle School Math.

• French Math Test for the Economics International Education System preparation. The induction Principle  and Introduction to Calculus.

• Introduction to Game Theory + Introduction to Topology.

B. Math major leveling:

Calculus of Several Variables, Introduction to Real Analysis and Probability, Principles of non-parametric Statistics, Simulation, Simplex Method, Linear Algebra and Differential Equations, and SIR model.

B.1. CAPM and Introduction to Market Portfolio Theory. Single Index Model. Principles of Asset Pricing Theory. GARCH models.

• The Binomial model, Stochastic Integral and some Brownian motion constructions. 

• Black-Scholes formula derivation. Feynman-Kac formula. Alternative Models with Poisson and birth/death process jumps.

B.2. Multivariate Data Analysis (with some MATLAB and R codes) and the principles for the projection theorems. Introduction to Stochastic Processes. MATLAB projects.

B.3. Introduction to Fixed Income models. Heath-Jarrow-Morton, Heston, etc. Fourier Analysis models applied to Value at Risk, Dirichlet Integral.

C. Numerical algorithms to compute probabilities on copulas. Random Sampling. Introduction to Scilab and R for copulas and Independence Testing. And a non-linear model for Credit Risk metrics in MATLAB .