Academic Profile : Faculty

Prof Nicolas Privault.JPG picture
Prof Nicolas Privault
Professor, School of Physical & Mathematical Sciences - Division of Mathematical Sciences
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Biography

Prior to joining NTU, Nicolas Privault had been teaching at the universities of Evry, La Rochelle, and Poitiers in France.

Research Interests

Stochastic analysis, probability, mathematical finance
 

Current Grants

  • Deep branching and geometric discretization for fully nonlinear partial differential equations
  • Fusion Science for Clean Energy
  • Stability of branching processes and application to the numerical solution of fully nonlinear partial differential equations

Teaching

Courses Taught
FE8815 Interest Rate Derivatives

FE8819 Exotic Options and Structured Products

MH8311 Stochastic Processes for Data Science

MH8331 Financial & Risk Analytics