..................................Cours

1. University of Wales Swansea, 14-19.04.97.
Lectures on Mathematical Finance ...........................................(10 h)

2. ENSAE (Paris), novembre 1999.
Théorie d'arbitrage. Cours de DEA............................................ (10 h)

3. The 12th Winter School on Stochastic Processes,
Siegmundsburg (Germany), February 27-March 4, 2000.
The arbitrage theory.................................................................... (6 h)

4. The 22nd Finnish Summer School on Probability,
Lahti (Finland), June 5-9, 2000.
The arbitrage theory ....................................................................(6 h)

5. TU Munich, 2002. Stochastic Calculus...................................(20 h)

6. Scuola Normale Superiore di Pisa, 1-5 July, 2002
The theory of Financial Markets with Transaction Costs..........(10 h)

7. University of Kyoto, Mai-July, 2003
Mathematical Models of Financial Markets with
Transaction Costs........................................................................(24 h)

8. University of Kyoto, April-Juin, 2004
Mathematical Models of Defaultable Securities ........................(24 h)

9. Winter School on Stochastic Calculus and its applications.
Universidad de Valparaiso, Chile.
August 29-September 2, 2005
An Introduction to Mathematical Problems of Arbitrage
Theory........................................................................................... (6 h)

10. Technical University of Lisbon, CEMAPRE,
February 15, 16, 19, 2008.
Some Aspects of the Theory of Financial Markets with
Transaction Costs (960Ko), (1,33Mo), (244Ko)..........(7 h)

11. Boston University, April 2008.
Financial markets with transaction costs. .................................(9 h)

12. Spring School "Finance and Insurance - Stochastic Analysis
and Practical Methods", Jena (Germany), March 2-13, 2009.
Financial markets with friction................................................. (12 h)

13. Osaka University, February, 2010.
Theory of large financial markets............................................. (12 h)

14. ITN Marie Curie Spring School "Stochastic Control in Finance"
Roscoff (France), March 7-18, 2010.
Consumption-investment problem with transaction costs....... (8 h)

15. Universidad Complutense de Madrid, 29 April - 6 Mai 2010.
Introduction to the Arbitrage Theory........................................ (10 h)

16. ITN Marie Curie Spring School "Stochastic Control in Finance"
Roscoff (France), March 5-15, 2012.
Selected Topics of the Arbitrage Theory .................................... (3 h)

17. Première école Bachelier en mathématiques financières,
Métabief, 19-26.01 2014.
Arbitrage theory under transaction costs. .................................. (4 h)

18. L'école en mathématiques financières,
Pushkine, 03-10.07 2014.
Arbitrage theory under transaction costs. .................................. (9 h)

19. L'école en stochastique et mathématiques financières,
Sotchi, 06-11.09 2015.
Arbitrage theory and stochastic calculus. .................................. (4 h)

20. L'école d'hiver en risque systemique,
Centre interfacultaire Bernoulli (CIB), EPFL, Lausanne, 09-13.01 2017.
Clearing in financial networks. ................................................... (4 h)

21. MATRIX program workshop "Mathematics of Risk".
Creswick, Australia, November 20-24 2017.
(a.) Clearing in financial networks.
(b.) Markets with Transaction Costs: Mathematical Theory. ....... (5 h)