Arnaud Lionnet

External Lecturer for the ESIEA, Paris (2015-present)

Lecturer for the course Stochastic Processes at the ESIEA (a computer engineering school). 120 students. Content : Markov chains, Poisson processes, Brownian motion.

College Lecturer for Lady Margaret Hall, Oxford (2013-2014)

I covered the 2nd year Applied Maths courses : differential equations 1, differential equations 2, waves and fluids, integration, numerical analysis, calculus of variations, multivariate differentiation.
I also supervised a Visiting Student to St Catherine's College on "Monte-Carlo methods for pricing derivatives", based on notes by Mike Giles.

Class Tutor for the Maths Institute, Oxford (2009-2013)

I covered the following 3rd and 4th year courses : Banach spaces, martingales through measure theory, stochastic differential equations,
mathematical models of financial derivatives, practical stochastic calculus, asset pricing and portfolio theory.
I also acted as College Tutor for 2nd year statistics for Exeter College, Oxford.

Interview preparator, Lyon (2007-2009)

I was interview preparator (colleur) in the Lycée aux Lazaristes, conducting weekly mock interviews to prepare students for the entrance exams to the French Top Schools (Grandes Ecoles). Syllabus : all topics in the first two years of mathematics (classes de MP* et PC*).