Personal Information

---

Contact:

Shanghai Advanced Institute of Finance
Shanghai Jiao Tong University
211 West Huaihai Road
Shanghai, P.R. 200030 China

Mail: sdrapeau@saif.sjtu.edu.cn
Tel: +86-21-6293-3586

Office in SAIF: 1216
Office in Minhang (School of Mathematical Sciences): 523

---

I have a position as Associate Professor at theShanghai Jiao Tong Universityin China at theSchool of Mathematical Sciences. I am also Affiliated Professor atShanghai Advanced Institute of Finance (SAIF).

My research focus — even if not bounded to — are

• Stochastic and Convex Analysis
• Decision Theory
• Risk and Uncertainty
• Data Analysis

Lecture Notes:

I recently experimented with lecture notes online using mkdocs material. Those are work in progress, available publicly on github for forking, correcting, pulling requests, as well as the template I am using.

The following lecture notes are available:

• Advanced Scientific Programming

  source code

  It is rather an introduction to scientific programming for mathematicians.

• Financial Mathematics

  source code

• Stochastics

  source code

  Still in the process of writing chapters 5 to 12 during this semester.

Links:

Publications and CV: Publications, preprints and talksand a short CV here.
Teaching:The teachingsection contains details about current and past lectures as well as some open sourced lecture notes that I’ve written myself or together with others.
Activities:Various informations about finance and stochastic activitiesin Shanghai and around.
Seminar:The group of probability, stochastic and finance of the school of mathematical sciences is running (usually twice a month) a seminar.