Nicole El Karoui / Professor of Applied Mathematics, Pierre et Marie Curie University (Paris VI), Research Director, Center for Applied Mathematics, Ecole Polytechnique

Last updated on profile page : September 10th, 2013

BIO

Nicole El Karoui is a pioneer in the development of Mathematical Finance. She is currently professor of Applied Mathematics at the Pierre and Marie Curie University and previously at École Polytechnique and University of Maine (France). Her research has contributed to the application of probability and stochastic differential equations to modeling and risk management in financial markets.

She is the director, with Marc Yor and Gilles Pagès, of the Master of Advanced Studies program Probability & Finance, jointly operated by École Polytechnique and Pierre and Marie Curie University (Paris VI), which she co-founded along with Professor Helyette Geman. This is one of the most prestigious program in quantitative finance in the world and No 1 in France.

By Nicole El Karoui on ParisTech Review

How do financial mathematics specialists imagine the markets in five to ten years? What exactly will their role look like? To understand these issues, we need to take a closer look at the way this field has developed and at the issues that have shaped the discipline.
Comment les spécialistes des mathématiques financières voient-ils se redessiner les marchés, à l'horizon de cinq à dix ans ? Et quel rôle joueront-elles alors ? Pour le comprendre, il faut revenir sur la façon dont elles se sont développées et sur les enjeux successifs qui ont façonné la discipline.

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