Teaching

• Probability course: absolutely continuous random variables, characteristic function, random vectors, convergence of random variables, law of large numbers, central limit theorem, simulation of random variables. École Nationale des Ponts et Chaussées, November-January 2021, November-January 2022.

• Stochastic calculus and Finance tutoring: arbitrage theory, Brownian motion, Itô calculus, Black-Scholes model, local and stochastic volatility models, jump models, interest rates models. École Nationale des Ponts et Chaussées, March-June 2021, March-June 2022.

• Decision under uncertainty tutoring: Modern portfolio theory, Markov chains, optimal stopping. École Nationale des Ponts et Chaussées, April-June 2021.