Marne La Vallee2014 - 2015• Stochastic calculus and applications to finance (Damien LAMBERTON)
• Volatility Arbitrage and Portfolio Management
• Monte Carlo Methods in Finance
• Interest Rate Models
• High Frequency Trading
• Credit Risk Management
• Risk Measurements in Finance
• Processes with jumps and Applications to Energy market
• Programming (C++)
Paris2014 - 2015• Stochastic calculus and applications to finance (Damien LAMBERTON)
• Volatility Arbitrage and Portfolio Management
• Monte Carlo Methods in Finance
• Interest Rate Models
• High Frequency Trading
• Credit Risk Management
• Risk Measurements in Finance
• Processes with jumps and Applications to Energy market
• Programming (C++)
Nice2012 - 2014• Actuarial Science
• Applied Mathematics to finance
• Derivatives : Pricing & Analysis
• Financial Econometrics
• Market Finance
• Monte Carlo Simulation
• Portfolio Management
• Probabilities
• Stochastic Finance
• Time Series in Finance (ARMA / ARCH / GARCH)
• Advanced VBA in Finance
• Object-Oriented Programming C++
• Statistical Analysis with SAS and R