- Probability theory, École des Ponts ParisTech, First year (Lectures)
- Chapter 1: Probability measures on finite spaces (pdf)
- Chapter 2: Discrete random variables (pdf)
- Chapter 3: Continuous random variables (pdf)
- Chapter 4: Multivariate random variables (pdf)
- Finance: mathematical and numerical aspects, École des Ponts ParisTech, Second year (Tutorials)
- Numerical statistics and data analysis, École des Ponts ParisTech, Second year (Lectures)
- Decision in the unknown, École des Ponts ParisTech, First year (Tutorials)