Nicolas Privault
Division of Mathematical Sciences
School of Physical and Mathematical Sciences
Nanyang Technological University
21 Nanyang Link, Singapore 637371
Tel. +65 6513 7176
nprivault at ntu.edu.sg

 

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  • MH3512 Stochastic Processes

  • FE8815 Interest Rate Derivatives

  • MH4514 Financial Mathematics (1-9, 21) - FE6516 Stochastic Calculus in Finance II (5-7, 14, 20, 21) - FE8819 Exotic Options and Structured Products (8-9, 11-13)
  • MH8311 Stochastic Modeling
  • MH8331 Financial & Risk Analytics