Dr. Nicolas Langrené is an associate professor in the UIC Financial Mathematics Programme. He received his Masters of Science in Computer Science and Applied Mathematics from Grenoble INP ENSIMAG and Université Grenoble Alpes (formerly Joseph Fourier University) in 2009, and his Master of Science in Financial Mathematics and his PhD in Applied Mathematics from the Université Paris Cité (formerly Paris Diderot University) in 2010 and 2014 respectively. He then worked at the CSIRO (Australian national research centre) before joining UIC in 2022. His research interests include quantitative and computational finance, stochastic control and stochastic optimization, machine learning and kernel methods, computational statistics and data visualization.

FINM4053. Numerical and Simulation Techniques in Finance (Y4, 2022 Fall - Present)
FINM3123. Introduction to Econometrics (Y3, 2023 Fall)
DS4023. Machine Learning (Y4, 2023 Spring)
OR3023. Simulation (Y4, 2023 Spring)
COMP3153. C++ Programming Language (Y2, 2022 Fall)
DS1023. Advanced Mathematics for Data Science (Y1, 2022 Spring)