Ph.D. in Mathematics Paris
First Term
	Stochastic calculus and stochastic control I,	(H. Doss, University Paris Dauphine)
	Stochastic processes and Bayesian inference I,	(D. Florens, University Paris Dauphine)
	Stochastic processes and Bayesian inference II,	(C. P. Roberts, University Paris Dauphine and CREST-ENSAE)
	Dynamic latent variable models,	(A. Monfort, CREST-ENSAE)
	Introduction to financial econometrics,	(F. Jouneau, CREST-ENSAE)
	Controlled Markov Chains,	(A. Touati, University Paris Dauphine)
	Numerical methods for optimal control and finance I,	(A. Sulem, University Paris Dauphine)
	Numerical methods for optimal control and finance II,	(N. Touzi, University Paris Dauphine)
	Introduction to partial differential equations,	(R. Taharaoui, University Paris Dauphine)
	Financial asset pricing I,	(R. A. Dana, University Paris Dauphine)
	Financial asset pricing II,	(P.-L. Lions, University Paris Dauphine)
	Arbitrage pricing theory and asset pricing,	(E. Jouini, University Paris Dauphine)
Second Term
	Stochastic calculus and stochastic control II,	(H. Doss, University Paris Dauphine)
	Markov Chain Monte Carlo methods,	(C. P. Robert, University Paris Dauphine,   CREST-ENSAE)
	GARCH models and stochastic volatility,	(J.M. Zakoian, CREST-ENSAE)
	Interest rate term structure models,	(P. Priaulet, CREST-ENSAE)
	Nonlinear Econometrics,	(D. Fermanian, CREST-ENSAE)
	Financial Econometrics,	(C. Gourieroux, CREST-ENSAE)
	Value at Risk and portfolio optimization methods,	(E. Taflin, CREST-ENSAE)
Courses for Research Activity (at CREST-ENSAE)
	State space models,   hidden Markov chain and particle system,	(E. Moulines, CREST-ENSAE)
	Weak dependence models and financial application,	(P. Doukhan, CREST-ENSAE)
	Macroeconometrics,	(A. Guay, CREST-ENSAE)
	Impulsive control and financial application,	(A. Sulem, CREST-ENSAE)
Final Discussion (CREST-ENSAE)
	"Econometrics for Credit Risk Models".	Supervised by C. Gouriéroux