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A course about numerical algorithms to solve stochastic control problems.
Teaching
Probability and Statistics M1
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An introductive course in Probability and Statistics
Machine Learning For Finance M2
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About some theoretical foundations in Machine Learning for Finance
Financial Mathematics M1
Undergraduate course, ENSAE Paris, 2025
An introductive course in Financial Mathematics
Probability Theory L3
Undergraduate course, ENSAE Paris, 2025
Course about all the fundamental notions of probability theory