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Preface
The authors owe a lot to many people and institutions who have contributed in diverse ways to this book. Most of the material presented in this book was used in various courses at different levels and for different audiences, being constantly amended and improved based on the feedback received from colleagues and students.
About half of these chapters were initially designed for students studying Financial Engineering as part of their MIMSE master’s program (Engineering Mathematics, Statistics and Economics), created in 2007 and jointly offered by the Universities of Bordeaux 1, Bordeaux 2 and Montesquieu Bordeaux IV, which then merged to form the present-day University of Bordeaux. The students who took this course were awarded their bachelor’s either in economics or mathematics. Some parts of this course benefited from the experience of and collaboration with other professors such as François Dufour and Christine Marois.
Some chapters in this book are also the results of notes created by a group of teachers on stochastic processes, which were given to students, from 2013 onward, undergoing the course Mathematics and applications as part of their Research Masters under the Faculty of Science in the University of Monastir. In the framework of this stream, and following the initiative of Ali Gannoun and Leila Ben Abdelghani Bouraoui, the course material at Montpellier was also adapted in 2017 for another unit that taught Financial Mathematics in the Faculty of Science at Monastir.
Other chapters were first designed to be a part of the Stochastic Processes course in the Biostatistics and Mathematics of Information and Decision-Making streams in the Masters in Mathematics offered by the University of Montpellier.
The authors extend their warmest gratitude to all the people and institutions who have contributed to the creation of this book.
The authors wish to dedicate this work to Leila Ben Abdelghani Bouraoui and Ali Gannoun.
Benoîte DE SAPORTA
Mounir ZILI
August 2021
