Teaching
2026–2027
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École polytechnique
Supervision of a group project · Stability of eigenvectors of covariance matrices in finance · M1
Supervision of a group project · Heat equation and Cole-Hopf transform: entire series representations and numerical schemes · M1
2025–2026
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École polytechnique
Markov processes and applications · Tutorial classes · M1
Probability · Tutoring · L3
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ENSAE
Supervision of a group project · Toward a new stochastic model for integrated variance: insights from SPX and VIX · M1
2024–2025
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École polytechnique
Markov processes and applications · Tutorial classes · M1
Probability · Tutoring · L3
Supervision of an internship · Numerical schemes for Riccati-Volterra equations · M1