MathMods :: Joint MSc

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

Personal Details

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

Nice
math.unice.fr/~delarue

My CV

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.

Teaching

Stochastic control for mathematical finance previous curriculum
Advanced stochastics and applications to mathematical finance new curriculum
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University of L'Aquila, Italy (UAQ)

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

Autonomous University of Barcelona, Catalonia - Spain (UAB)

Departament de Matemàtiques, Edifici Cc - Campus UAB 08193 Bellaterra – Catalonia

Hamburg University of Technology, Germany (TUHH)

Institute of Mathematics
Schwarzenberg-Campus 3, Building E-10
D-21073 Hamburg - Germany

University of Nice - Sophia Antipolis, France (UNS)

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

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