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Jean-Philippe Bouchaud
Jean-Philippe Bouchaud is a French physicist born in 1962. He is founder and Chairman of Capital Fund Management (CFM) and professor of physics at École polytechnique.
== Biography ==
Born in Paris in 1962, Jean-Philippe Bouchaud studied at the French Lycée in London. Graduated from École Normale Supérieure in 1985, he worked on his PhD at the Laboratory of Hertzian Spectroscopy, studying spin-polarized quantum gases with Claire Lhuillier. He then worked for the French National Center for Scientific Research, in particular on liquid Helium 3 and diffusion in random media. He spent a year at the Cavendish Laboratory, University of Cambridge in 1992 before joining the Laboratory of Condensed Matter Physics of the French Atomic Energy and Alternative Energies Commission (Commissariat à l'énergie atomique or CEA)〔http://www-llb.cea.fr/en/Phocea/Vie_des_labos/Ast/ast_service.php?id_unit=468〕 à Saclay. Pioneer in econophysics, he co-founded the company Science et Finance in 1994, which later merged with Capital Fund Management (CFM)〔http://www.cfm.fr/us/organisation.php〕 in 2000. He is now the Chairman of CFM. After teaching statistical mechanics for ten years at ESPCI, he was appointed as an adjunct Professor at École Polytechnique,〔(École Polytechnique )〕 where he teaches a course on ''Complex systems''. His work covers the physics of disordered and glassy systems, granular materials, the statistics of price formation, stock market fluctuations and the modelling of financial risks. He has repeatedly criticized the dogma of the efficient-market hypothesis and the methodology of economics and mathematical finance,〔"Reliance on models based on incorrect axioms has clear and large effects. The Black–Scholes model for example, which was invented in 1973 to price options, is still used extensively. But it assumes that the probability of extreme price changes is negligible, when in reality, stock prices are much jerkier than this. Twenty years ago, unwarranted use of the model spiralled into the worldwide October 1987 crash; the Dow Jones index dropped 23% in a single day, dwarfing recent market hiccups." in ("Economics needs a scientific revolution" )〕 in particular the use of the Black–Scholes model which leads to a systematic underestimation of risk in options trading.〔("Welcome to a non Black–Scholes world" )〕
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