Graduate course, University of Oxford - Saïd Business School - MSc Financial Economics, 2025
This course introduces stochastic calculus and aims at understanding how it can be applied to the pricing and hedging of financial contracts, such as equity options and interest rate derivatives. This course equips students with the probabilistic techniques required to understand the most widely used financial models.
Graduate course, University of Oxford - Mathematical and Computational Finance MSc, 2024
This course covers different models of Algorithmic and High Frequency trading for optimal execution and optimal market making.
Graduate course, Université Paris 1 Panthéon‑Sorbonne, 2022
This course introduces students to object-oriented programming by exploring the concepts of program specification and design, algorithm development, coding, and testing, with applications to designing a financial pricing library with pricing algorithms for vanilla and path-dependent options.