Sauté the shrimp in olive oil. When they are golden, add onion, leek, and saffron, and cook for a couple more minutes.
Add the splash of cognac to the pan and let it cook until the alcohol evaporates. Then, add the broth and tomato sauce, and mix well. Let it boil until the sauce is reduced and add the cream, salt, and pepper. Mix well again and let it cook for another couple of minutes.
Cook the pasta as directed on the package and then add it to the sauce. Mix well and serve.