QuantStack is a team of maintainers of major open-source projects used by millions in the world, such as Jupyter, conda-forge, Mamba, Apache Arrow, and many more.

Open-Source Scientific Computing, Data Visualization

I help organize the PyData Paris 2024 conference: https://pydata.org/paris2024

PyData Paris is the Paris chapter of the PyData global community of users and developers of open-source scientific computing software.The Paris group was founded in 2017 and has since grown to include over 4,500 registered members

NumFOCUS is a nonprofit that supports and promotes world-class, innovative, open source scientific computing.

Computational Finance, Introduction to the C++ Programming Language

Mathematics, Scientific Computing, Data Visualization, Quantitative Finance and Economics

Courant Institute of Mathematical Sciences, Computational Methods for Finance

Department of Mathematics, Lectures on numerical methods for nonlinear option pricing

Research interests:- Vector quantization and functional quantization- Option pricing in stochastic volatility models by functional quantization-based cubature formula.- Variance reduction by functional stratification- Statistical data mining.- Computational geometry, fast nearest neighbor search. Voronoi and Delaunay diagram computation.

Tutorials at the departments of mathematics and computer science. - Introduction to Measure Theory, Integration and Probability theory (Tutorial) - Numerical Probability (Tutorial) - Introduction to the C++ Programming Language (Lecture and Tutorial) - Examiner for practice oral exams for the "Agrégation of Mathematics".

Tutorials of stochastic calculus and applications to mathematical finance

Numerical methods for mathematical finance- Applications of optimal quantization (cubature, variance reduction, clustering, BSDE), option pricing.- Numerical optimization and stochastic optimization methods.- Computational geometry and applications to optimal quantization (fast nearest neighbor search, Delaunay triangulation, Voronoi diagrams)- Implementation of a C++ library of numerical methods related to optimal quantization with .NET bindings in C++/CLI.