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Section: Dissemination

Teaching - Supervision - Juries

Teaching

  • Master: M. Bossy, Continuous time stochastic models for quantitative Finance, 45h, M2 IMAFA (Informatique et Mathématiques Appliquées à la Finance et à l'Assurance), École Polytechnique Universitaire, Univ. Nice - Sophia Antipolis, France.

  • Master : M. Bossy, Risk on energetic financial markets, 27h, Master Ingénierie et Gestion de l'Énergie, Mine ParisTech, France.

  • Master : M. Bossy Stochastic Particle Methods for PDEs, 18h, M2 Probabilité et Applications, Université Paris 6, France.

  • Master: N. Champagnat, Introduction to Quantitative Finance, 18h, M1, École des Mines de Nancy, France.

  • Master: N. Champagnat, Introduction to Quantitative Finance, 18h, M2, École des Mines de Nancy, France.

  • Master: N. Champagnat, Génétique des Population et Généalogies Aléatoires, 22.5h, M2, École supérieure des sciences et de la technologie de Hammam Sousse, Tunisia.

  • Master: M. Deaconu, Simulation de variables aléatoires, 14h, M1, École des Mines de Nancy, France.

  • Master: M. Deaconu, Modélisation stochastique, 33h, M2, Université de Lorraine, France.

  • Master: J. Inglis, Advanced Numerics for Computational Finance, 15h, M2, UNSA (Mathmods Erasmus Mundus), France.

  • Master: A. Lejay, simulation des marchés financiers, 23h, M2, Université de Lorraine, Metz.

  • Master : D. Talayy Stochastic Methods for PDEs with Boundary Conditions, 18h, M2 Probabilité et Applications, Université Paris 6, France.

  • Master: E. Tanré, Advanced Numerics for Computational Finance, 15h, M2, UNSA (Mathmods Erasmus Mundus), France.

  • Master: E. Tanré, Numerical Probability in Finance, 12h, M2, Ecole PolytechNice (IMAFA), France.

  • Master: E. Tanré, Mathematical Methods for Neurosciences, 25h, M2, ENS - Master MVA / Paris 6 - Master Maths-Bio, France.

  • Master: L. Violeau, Continuous Probabilistic Models with Applications in Finance (exercice classes), 20h, M2 IMAFA (Informatique et Mathématiques Appliquées à la Finance et à l'Assurance), École Polytechnique Universitaire, Univ. Nice - Sophia Antipolis, France.

  • Licence: L. Violeau, Probabilty and Statistics (exercice classes), 20h, L3, Ecole Polytechnique Universitaire, Univ. Nice - Sophia Antipolis, France.

Supervision

  • PhD in progress: Maxime Bonelli, Behavioral finance approach to risk assessment in quantitative portfolio management, September 2013, M. Bossy.

  • PhD in progress: Paul Charton, Hedging strategies for wind energy prices, September 2010, M. Deaconu and A. Lejay.

  • PhD in progress: Julien Claisse, Stochastic control of population dynamics, September 2010, N. Champagnat, D. Talay.

  • PhD in progress: Benoît Henry, Modeling Evolutionary Relationships Between Three-Dimensional Protein Structures, October 2013, N. Champagnat, D. Ritchie (Orpailleur team).

  • PhD : Dalia Ibrahim, Étude théorique d'indicateurs d'analyse technique, Université de Nice - Sophia Antipolis, November 2009, D. Talay and E. Tanré.

  • PhD in progress; Lionel Lenôtre, Simulation of processes in discontinuous media, 2012, J. Erhel (Irisa), A. Lejay and G. Pichot (Irisa). L. Lenôtre has a grant from the MESR and stays at Rennes.

  • PhD in progress: Sebastian Niklitschek-Soto, Discretized stochastic differential equations related to one-dimensional partial differential equations of parabolic type involving a discontinuous drift coefficient, September 2010, D. Talay.

  • PhD in progress: Hernán Mardones, Numerical Solution of Stochastic Differential Equations with Multiplicative Noise, 2009, C. Mora (Universidad de Concepción), A. Lejay. H. Mardones spends six months in France (nov. 2013-april 2014) with a grant Becas Chile.

  • PhD in progress: Khaled Salhi, Estimation of Risk in Finance, October 2013, M. Deaconu, A. Lejay.

  • PhD in progress: Laurent Violeau, Stochastic Lagrangian Models and Applications to Downscaling in Fluid Dynamics, October 2010, M. Bossy and A. Rousseau.

Juries

  • M. Bossy chaired the Committee for the Ph.D. thesis of Paul-Eric Chaudru de Raynal, Équations différentielles stochastiques : résolubilité forte d'équations singulères dégénérées ; analyse numérique de systèmes progressifs-rétrogrades de McKean-Vlasov, Université de Nice - Sophia Antipolis, December 2013.

  • M. Deaconu served as referee for the Ph.D. thesis of O. Lupaşcu, Probabilistic and deterministic models for fracture type phenomena, IMAR Bucarest and Université de Paris 13, Bucarest, December 2013.

  • A. Lejay serves as examiner for the Ph.D. thesis of Paul-Éric Chaudru de Raynal, Équations différentielles stochastiques : résolubilité forte d'équations singulères dégénérées ; analyse numérique de systèmes progressifs-rétrogrades de McKean-Vlasov, Université de Nice - Sophia Antipolis, December 2013.

  • D. Talay chaired the Committees for the Habilitation à Diriger des Recherches de B. de Saporta (université Montesquieu Bordeaux 4), the Ph.D. thesis of O. Aboura (Université Paris 1 Panthéon Sorbonne), the Ph.D. thesis of C.A. Garcia Trillos (Université Nice Sophia Antipolis).

  • E. Tanré reported on the Ph.D. thesis of Mauricio Tejo, Pontificia Universidad Católica de Chile (PUC).



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