MathMods :: Joint MSc

Francois Delarue's Profile
Francois Delarue
Francois Delarue
Local Coordinator, MathMods Academic
University of Nice - Sophia Antipolis - France

Personal Details

Laboratoire Jean-Alexandre Dieudonné
Université de Nice Sophia-Antipolis
Parc Valrose
06108 Cedex 02, Nice, France



François Delarue (UNS) is the coordinator of the Probability and Statistics team of the Laboratory of Mathematics J.-A. Dieudonné, which he joined in 2009. As a researcher, he works on stochastic processes and their connection with PDEs, both from the theoretical and numerical points of view. Recently, he started to investigate the modelling of carbon markets. As a teacher, he has been the local coordinator of the MathMods MSc Programme in Nice since 2011 and he has taught stochastic calculus with applications to mathematical finance both in Paris (University Paris 7-Diderot) and in Nice since 2005.


Stochastic control for mathematical finance previous curriculum
Advanced stochastics and applications to mathematical finance new curriculum
Home My Profile Francois Delarue

Connect with us

Our partners' addresses

University of L'Aquila, Italy (UAQ)

Department of Information Engineering, Computer Science and Mathematics, via Vetoio (Coppito), 1 – 67100 L’Aquila (Italy)

University of Hamburg , Germany (UHH)

Department of Mathematics
Bundesstr. 55
20146 Hamburg - Germany

University of Côte d'Azur, Nice - France (UCA)

Laboratoire J.A.Dieudonné
Parc Valrose, France-06108 NICE Cedex 2

Vienna Univ. of Technology, Austria (TUW)

Technische Universität Wien
Institute of Analysis & Scientific Computing
Wiedner Hauptstr. 8, 1040 Vienna - Austria

This web-site reflects the views only of the author, and the EU Commission cannot be held responsible for any use which may be made of the information contained therein.