Monty Essid

CIMS Webpage

Welcome to my Webpage !

About Me

My name is Montacer (Monty) Essid, I am PhD student at the Courant Institute of Mathematical Sciences, at NYU. I grew up in France and graduated with a Diplôme d'Ingénieur from Ecole Centrale Paris (equivalent of a Master Degree) as well as a M.Sc. from Columbia University from the Department of Applied Mathematics & Applied Physics. My area of interests are PDEs and Stochastic Differential Equations and their applications in Physics and Finance. More details can be found on my research webpage.

More information

My CV can be found here here .
My Linkedin profile can be accessed at this page .


I am available to tutor math classes at an undegraduate and graduate levels. More details can be found in the teaching page, in the Tutoring section. Please contact me by email if interested.

Useful links

Bob Kohn's teaching page

Bob Kohn's teaching page is an ideal ressource for self-teaching material.
I recommend in particlular his excellent notes for the PDE I class for advanced MS students and introductory PhD level. The content is very well structured and very good references are included. Homework is exhaustive and recommended.
Math for Finance as well as PhD students (in particular if your interests are PDEs and Stochastic Calculus) should also take a look at the very good notes on the PDE for Finance class. This class is a very good complement to the Stochastic Calculus courses recommended below.
Finally math for Finance students should take a look at the very good Derivative Securities and Continuous Time Finance notes.

Alfred Galichon's website

Alfred Galichon's website is a very good reference for application to Optimal Transport to Economics, Finance and other areas. Some code in R is provided.

Jonathan Goodman's teaching page

Jonathan Goodman's website is a very good resource for Numerical computing, Math for Finance classes and Monte Carlo simulations. I particularly recommend the Stochastic Calculus notes for Math for Finance students and PhD students.

Miranda Holmes Cerfon's teaching page

Miranda Holmes-Cerfon's website has very good notes for PhD students eager to learn Stochastic Calculus. The Applied Stochastic Calculus class gives an excellent overview of the different analytical and numerical topics involved with this area of research as well as the tools available for applications. Slightly more advanced than the Stochastic Calculus class for MS for Finance students on Jonathan Goodman's page.

C++ is a very good ressource for a basic C++ tutorial.
Another ressource for more specific issues such as Monte Carlo simulations and PDEs will be included soon.

Numerical PDEs/SDEs

Some ressources for numerical simulations will be included soon.


Graduate Students and Postdocs Seminar

I am currently in charge of the Graduate Students and Postdocs Seminar with Alex Kaiser. This seminar aims to expose students and postdocs to areas of research at the Courant Institute.
Talks should be accessible to students, postdocs and non-specialists in general.
Professors and Postdocs interested in presenting their research should contact me by email.
GSPS schedule

Quick Links

Courant Institute of Mathematical Sciences

Website of the CIMS.
CIMS link

Columbia APAM

Website of the department of Applied Math and Physics.
APAM link

Ecole Centrale Paris

Website of the Ecole d'ingenieur Ecole Centrale Paris.
ECP link


Arxiv website.