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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  • Markov Chains

  • FE8815 Interest Rate Derivatives

  • MH4514 Financial Mathematics (1-9, 22) - FE6516 Stochastic Calculus in Finance II (6-7,9,14-15,20-21) - FE8819 Exotic Options and Structured Products (10-13)
  • MAS728 Stochastic Modeling
  • MH8331 Financial & Risk Analytics (1-4,9) - FE8819 Exotic Options and Structured Products (5-8)