Teaching
Teaching
Lectures

  • 2020-2022 – Université Paris Dauphine - Master 272 - Equity Factors
  • 2010-2012 – Université Paris Dauphine : Financial Econometrics
      • Course: (pdf)
      • Slides: Chap.1 - Chap.2 - Chap.3
      • NB: course and slides are in French. 
  • 2007-2011 – ÉCOLE CENTRALE, Paris: Financial Econometrics (3rd year)
  • 2008 – HEC, Paris – A little talk on Hedge Funds
      • Hedge Fund durations and databases (pdf)
      • Hedge Fund replication (pdf)
      • NB : slides are in English.
Tutorials (2005 – 2013)

  •           ENSAE, Paris : Statistics, estimation and tests (2nd year)
  •           University Paris VII, Master ISIFAR : Financial Econometrics
  •           ENSAE, Paris : Financial Econometrics (3rd year)
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