# 📚 EL KAROUI — Course Materials

> **M2 Probabilités & Finance** · Financial Engineering Executive Degree  
> *Modeling, Simulation and Data Analytics*

This repository is a curated collection of course materials from the **El Karoui Master's program** (M2 Probabilités et Finance) at École Polytechnique / Sorbonne Université — one of the most prestigious quantitative finance programs in the world. It covers lecture notes, Jupyter notebooks, datasets, and reference books spanning quantitative finance, stochastic calculus, machine learning, and financial data science.

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## 🗂️ Repository Structure

```
EL_KAROUI/
├── BOOKS/
├── CS_OA/
├── ENERGY_MARKETS/
├── FINTECH_RETAIL/
├── HIGH_FREQUENCY_TRADING/
├── ML_ADV_NUM/
├── NUMERICAL_METHOD/
├── ROUGH_VOLATILITY/
├── SM_AND_DITM_AND_ICM/
├── STATITICAL_METHODS_AND_DATA_SCIENCE_FOR_FINANCE/
└── STOCHASTIC_CALCULUS_AND_CONTROL_THEORY/
```

---

## 📖 Course Overview

| Folder | Topic |
|---|---|
| [`BOOKS/`](./BOOKS) | Reference textbooks and reading materials used across modules |
| [`CS_OA/`](./CS_OA) | Convex & Stochastic Optimization and Applications |
| [`ENERGY_MARKETS/`](./ENERGY_MARKETS) | Modeling and pricing in energy and commodity markets |
| [`FINTECH_RETAIL/`](./FINTECH_RETAIL) | FinTech applications and retail banking analytics |
| [`HIGH_FREQUENCY_TRADING/`](./HIGH_FREQUENCY_TRADING) | Market microstructure, order book dynamics, HFT strategies |
| [`ML_ADV_NUM/`](./ML_ADV_NUM) | Advanced Machine Learning and Numerical methods for finance |
| [`NUMERICAL_METHOD/`](./NUMERICAL_METHOD) | Monte Carlo simulations, finite differences, numerical PDEs |
| [`ROUGH_VOLATILITY/`](./ROUGH_VOLATILITY) | Rough volatility models (Bergomi, rBergomi), fractional Brownian motion |
| [`SM_AND_DITM_AND_ICM/`](./SM_AND_DITM_AND_ICM) | Stochastic Models, Derivatives, Interest Rate & Credit Markets |
| [`STATITICAL_METHODS_AND_DATA_SCIENCE_FOR_FINANCE/`](./STATITICAL_METHODS_AND_DATA_SCIENCE_FOR_FINANCE) | Statistical learning, time series, and data science applied to finance |
| [`STOCHASTIC_CALCULUS_AND_CONTROL_THEORY/`](./STOCHASTIC_CALCULUS_AND_CONTROL_THEORY) | Itô calculus, SDEs, stochastic control and HJB equations |

---

## 🛠️ Tech Stack

![Python](https://img.shields.io/badge/Python-3776AB?style=flat&logo=python&logoColor=white)
![Jupyter](https://img.shields.io/badge/Jupyter-F37626?style=flat&logo=jupyter&logoColor=white)
![NumPy](https://img.shields.io/badge/NumPy-013243?style=flat&logo=numpy&logoColor=white)
![SciPy](https://img.shields.io/badge/SciPy-8CAAE6?style=flat&logo=scipy&logoColor=white)
![Pandas](https://img.shields.io/badge/Pandas-150458?style=flat&logo=pandas&logoColor=white)

- **95.6% Jupyter Notebook** — interactive course notes and exercises
- **4.4% HTML** — rendered outputs and reports

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## 🚀 Getting Started

### Prerequisites

```bash
python >= 3.8
jupyter notebook or jupyterlab
```

### Clone the repository

```bash
git clone https://github.com/LionelFeliho/EL_KAROUI.git
cd EL_KAROUI
```

### Install dependencies

```bash
pip install numpy scipy pandas matplotlib seaborn scikit-learn jupyter
```

### Launch notebooks

```bash
jupyter notebook
```

Navigate to the module of your choice and open any `.ipynb` file.

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## 🎓 About the Program

The **El Karoui Master's** (M2 Probabilités et Finance, formerly DEA El Karoui) at **École Polytechnique & Sorbonne Université** is widely regarded as one of the top quantitative finance programs in the world. Graduates typically go on to careers as quantitative analysts, financial engineers, and researchers at top investment banks, hedge funds, and research institutions.

Key themes across the curriculum include:
- Stochastic calculus and mathematical finance
- Derivative pricing and hedging
- Numerical methods and Monte Carlo simulation
- Machine learning applied to financial data
- Market microstructure and high-frequency trading
- Risk management and interest rate modeling

---

## 📬 Contact

**Lionel Feliho**  
[GitHub](https://github.com/LionelFeliho)

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## ⚠️ Disclaimer

This repository contains personal course notes and materials for **educational purposes only**. All intellectual property related to the El Karoui program belongs to their respective authors and institutions. Content is shared in the spirit of open academic collaboration.