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Personal Information · Samuel Drapeau

Doing maths (still wondering why). Born and raised French. Shanghai Advanced Institute of Finance. Shanghai Jiao Tong University. 211 West Huaihai Road. Shanghai, P.R. 200030 China. Mail: sdrapeau@saif.sjtu.edu.cn. I have a position as Associate Professor (Distinguished Research Fellow) at the Shanghai Jiao Tong University. In China. My position is shared between the School of Mathematical Sciences. And the Shanghai Advanced Institute of Finance (SAIF). In the China Academy of Finance and Research (CAFR).

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Personal Information · Samuel Drapeau | samuel-drapeau.info Reviews

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Doing maths (still wondering why). Born and raised French. Shanghai Advanced Institute of Finance. Shanghai Jiao Tong University. 211 West Huaihai Road. Shanghai, P.R. 200030 China. Mail: sdrapeau@saif.sjtu.edu.cn. I have a position as Associate Professor (Distinguished Research Fellow) at the Shanghai Jiao Tong University. In China. My position is shared between the School of Mathematical Sciences. And the Shanghai Advanced Institute of Finance (SAIF). In the China Academy of Finance and Research (CAFR).

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1 samuel drapeau

2 educated german

3 now in shanghai

4 research

5 teaching

6 activities

7 this and that

8 personal information

9 decision theory

10 risk and uncertainty

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Personal Information · Samuel Drapeau | samuel-drapeau.info Reviews

https://samuel-drapeau.info

Doing maths (still wondering why). Born and raised French. Shanghai Advanced Institute of Finance. Shanghai Jiao Tong University. 211 West Huaihai Road. Shanghai, P.R. 200030 China. Mail: sdrapeau@saif.sjtu.edu.cn. I have a position as Associate Professor (Distinguished Research Fellow) at the Shanghai Jiao Tong University. In China. My position is shared between the School of Mathematical Sciences. And the Shanghai Advanced Institute of Finance (SAIF). In the China Academy of Finance and Research (CAFR).

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samuel-drapeau.info

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CV · Samuel Drapeau

http://www.samuel-drapeau.info/CV

Doing maths (still wondering why). Born and raised French. China Academy of Finance Research. And School of Mathematical Sciences. Shanghai Jiao Tong University. Shanghai, 200240 China. Mail: sdrapeau@saif.sjtu.edu.cn. Oct 2006 April 2010. Doctor in Mathematics at the Humboldt University Berlin. Thesis: Risk Preferences and their Robust Representation. Member of the IRTG SMCP (funded student) and the Berlin Mathematical School. Apr 2004 May 2006. Diplom Mathematics at the Humboldt University Berlin.

2

Teaching · Samuel Drapeau

http://www.samuel-drapeau.info/teaching

Doing maths (still wondering why). Born and raised French. Risk Management and Actuarial Sciences. Measure, Integration and Probability Theory. Backward Stochastic Differential Equations. Super)Solutions of Backward Stochastic Differential Equations. Risk Preferences: Quantification Robustness Dynamic.

3

This and That · Samuel Drapeau

http://www.samuel-drapeau.info/this_and_that

Doing maths (still wondering why). Born and raised French. Import and Basic Manipulations of Financial Data with Python. October 28, 2015. Ipython — Jupyter — Scientific Library. Howto Install and Start Using. October 16, 2015. Ipython is an excellent and easy way to implement rapidly and nicely some of the techniques we learned during the lecture. The main advantages of Python are the following:. October 04, 2015. Cheat Sheet to Write Mathematics in English for Chinese. September 27, 2015. At the beginn...

4

Activities · Samuel Drapeau

http://www.samuel-drapeau.info/activities

Doing maths (still wondering why). Born and raised French. 2016 October 27th-29th Workshop on Risk Measures, XVA Analysis, Cost of Capital and Central Counterparties. SAIF, 211 West Huaihai Road, Shanghai. 9:00 to 18:00, see program. Stéphane Crepey (University of Evry). Min DAI (National University of Singapore). Samuel Drapeau (Shanghai Jiao Tong University). Steven KOU (National University of Singapore). Alexandre Thiery (National University of Singapore). Chao Zhou (National University of Singapore).

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Personal Information · Samuel Drapeau

Doing maths (still wondering why). Born and raised French. Shanghai Advanced Institute of Finance. Shanghai Jiao Tong University. 211 West Huaihai Road. Shanghai, P.R. 200030 China. Mail: sdrapeau@saif.sjtu.edu.cn. I have a position as Associate Professor (Distinguished Research Fellow) at the Shanghai Jiao Tong University. In China. My position is shared between the School of Mathematical Sciences. And the Shanghai Advanced Institute of Finance (SAIF). In the China Academy of Finance and Research (CAFR).

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