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Teaching by doing.

Finance is learned at the keyboard, not just the blackboard. My courses pair the theory with data, code and tools students can actually run.

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Philosophy

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Practical application

Every concept lands on a real problem. If it can't be applied, it isn't finished being taught.

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Interactive learning

Students explore models by changing them — the tools on this site were built for exactly that.

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Data-driven insight

Intuition is tested against data, always. The number has the last word, not the slide.

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Courses taught

Nine courses spanning computation, machine learning, risk and the plumbing of modern finance.

Course

Numerical Methods

The computational backbone — turning equations into reliable numbers.

Course

Machine Learning for Finance

Where statistical learning meets markets, applied with discipline.

Course

Risk Management

Measuring, pricing and controlling the risk a book carries.

Course

Asset-Liability Management

Balancing what an institution owns against what it owes, over time.

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Financial Regulation

The rules of the game — Basel, Solvency, and what they demand.

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Credit Derivatives

Pricing and hedging default risk, from CDS to structured credit.

Course

Blockchain

Distributed ledgers, and what they actually change in finance.

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Natural Language Processing

Teaching machines to read the text that markets run on.

Course

Pricers Validation

How to check that a pricing model is telling the truth.

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Where I teach

UniversityÉvry-Paris-Saclay
Home institution and host of the doctoral research.
Grande écoleInstitut Mines-Télécom
Engineering and applied quantitative finance.
UniversityParis-Dauphine – PSL
A reference in finance and decision sciences.
Grande écoleENSAI
National school for statistics and information analysis.
UniversityRennes I — IGR
Graduate school of management.
Grande écolePôle Léonard de Vinci
Finance and technology programmes.