Emmanuel GOBET - Teaching


Ecole Polytechnique

  1. 1st year program (X10-11): Aléatoire MAP 311.
    Teaching material here (restricted access).
  2. 2nd year program (X09-10): MODAL Simulation Numérique Aléatoire MAP 441.
    Teaching material here (restricted access).
  3. 3rd year program (X08-09): Project Stochastic models in finance and simulations MAP 552.
  4. 3rd year program (X08-09): Scientific internships Mathematical finance MAP 595.
  5. Master 2 Probabilité & Finance Paris 6: Model calibration and hedging derivatives.
    Teaching material here (restricted access).

Summer Schools

  1. European Summer School in Financial Mathematics at HEC - Jouy-en-Josas (France). Backward Stochastic Differential Equations and Financial Applications (with Jin Ma). August 2009.
  2. Summer school in probability theory, at Disentis (Switzerland). Numerical approximations of Backward Stochastic Differential Equations. July 2009. Slides here.

Other

  1. Journées Nationales de l'APMEP, Octobre 2011. Mathématiques appliquées et finance. Transparents ici.
CMAP UMR 7641 École Polytechnique CNRS, Route de Saclay, 91128 Palaiseau Cedex France, Tél: +33 1 69 33 46 00 Fax: +33 1 69 33 46 46