Teaching

My teaching interests are in stochastic calculus, mathematical finance, probability, optimization, stochastic control, and computational methods for uncertainty.

NYU Tandon School of Engineering

• Option Pricing and Stochastic Calculus — Fall 2026

  Graduate course, M.S. in Financial Risk Engineering, Fall 2026.

• Financial Computing Recitations — Fall 2026

  Graduate recitations, M.S. in Financial Risk Engineering, Fall 2026.

• Summer Bootcamp — Summer 2026

  Graduate bootcamp, M.S. in Financial Risk Engineering, Summer 2026.

  Bootcamp repository

• Option Pricing and Stochastic Calculus — Spring 2026

  Graduate course, M.S. in Financial Risk Engineering, Spring 2026.

  Course repository

• Winter Math Bootcamp: From Brain Teasers to Black-Scholes — Winter 2026

  Graduate bootcamp, M.S. in Financial Risk Engineering, Winter 2026.

  Bootcamp repository

Previous Teaching

• Probability Refreshers, Master X-HEC Data Science for Business, 2022-2025 — teaching assistant for practical sessions.
• Stochastic Models in Finance, École Polytechnique, 2022-2025 — tutor and homework grader.
• Convex Optimization and Control, third-year bachelor's course, 2022-2025 — teaching assistant for tutorial sessions.
• Preparatory Classes (CPGE), oral exam preparation tutor at Lycée du Parc, 2019-2020.

Supervision

Co-supervision of Arthur Compoint's research internship on continuous-time model risk for stochastic optimization problems, 2025.

Co-supervision of Tianshi Liu's PhD research on numerical schemes for projected Langevin dynamics at NYU, under the supervision of Xin Zhang, since 2026.