Quantitative Analyst in Banking, Top Rated C++ and Mathematical Finance Lecturer, 2 MSc in Computer Science and Applied Mathematics in Finance.
Recent Students: 0 |
Total Hours: 28 |
Last Online: |
All-time Students: 7 |
Total Classes: 25 |
Signed Up: |
Recent Students: 0 | Total Hours: 28 | Last Online: |
All-time Students: 7 | Total Classes: 25 | Signed Up: |
I was born and raised in French education and got:
1) A master's degree in Engineering, majoring in computer science and finance.
2) A master's degree in a Paris university specializing in Applied Mathematics in Quantitative Finance.
I currently work as a Quantitative Analyst in a Tier1 bank and provide C++ courses in university, applied to financial mathematics subjects - derivatives pricing, stochastic calculus, numerical methods such as Monte Carlo and Partial Derivatives Equations.
I have been a lecturer since 2016 in the Paris university (Masters) where I used to attend (2012) in Quantitative Finance. I lecture in C++ and Applied Mathematics (Financial Engineering).
My course covers Black Scholes and Dupire local volatility modelling, hence covers implied volatility and volatility smile observed in the market.
Then I go further by covering calibration, stochastic and local-stochastic volatility models. All of these topics are tested using C++ language where I teach object oriented programming, encapsulation, inheritance, polymorphism, algorithmic etc...
I used to be a tutor in France via Completude for many years when I was a student in engineering school.
Mathematics : linear algebra, real and complex analysis, probabilities and statistics, stochastic calculus.
Finance: Fundamental Arbitrage Pricing Theory, Derivatives Pricing, Greeks, Numerical Methods [Monte-Carlo and Partial Derivatives Equations]
Programming: C++ [up to C++ 14 features], Python [3.8]
Great Class. Excellent Teacher. He really helped me with the problems I was having. I would definitely recommend him.
Great Class. Excellent Teacher. I would definitely recommend him.
Amazing teacher, can explain complex concepts very easily; goes at your pace, and makes sure you are happy with the explanations
Verified
Ecole nationale des Ponts et Chaussées (Master's degree) : Financial Mathematics
Ecole Centrale de Nantes (Master of Engineering (M.Eng.)) : Mathematics and Computer Science
Weekdays | Weekends | |
---|---|---|
Morning | ||
Afternoon | ||
Evening |