Academic Profile : Faculty

Prof Nicolas Privault.JPG picture
Prof Nicolas Privault
Professor, School of Physical & Mathematical Sciences - Division of Mathematical Sciences
External Links
 
Prior to joining NTU, Nicolas Privault had been teaching at the universities of Evry, La Rochelle, and Poitiers in France.
Stochastic analysis, probability, mathematical finance
 
  • Combinatorial Stochastic Analysis for the Connectivity of Random Graphs - Applications to Vehicular and Wireless Networks
  • Nonstationary shot-noise modeling of neuron membrane potentials by point processes
  • Random Transformations of Poisson Measures and Application to the Monte Carlo Method
Courses Taught
FE8815 Interest Rate Derivatives

FE8819 Exotic Options and Structured Products

MH8311 Stochastic Processes for Data Science

MH8331 Financial & Risk Analytics