|
Nicole El Karoui is a French-Tunisian mathematician, and pioneer in the development of mathematical finance, born May 29, 1944, in Paris (maiden name "Nicole Schvartz"). She is considered to be one of the very active mathematicians that started heavily promoting financial mathematics in France and trained many engineers and scientists to this field. She is currently professor of Applied Mathematics at the Pierre and Marie Curie University and previously at the École Polytechnique and Université du Maine (France). Her research has contributed to the application of probability and stochastic differential equations to modeling and risk management in financial markets. ==Teaching== The reputation of Professor El Karoui's classes is such that Wall Street Journal opines that there may be ''too many'' of her students in important positions handling financial derivatives. In an interview with the Wall Street Journal, Rama Cont, a well-known mathematician, described a degree with Ms. El Karoui's name on it as "the magic word that opened doors for young people." El Karoui is the co-director, with Marc Yor and Gilles Pagès, of the Master of Advanced Studies program Probability & Finance, jointly operated by École Polytechnique and the Pierre and Marie Curie University (Paris VI), which she co-founded with Helyette Geman. This program, usually called "DEA El Karoui", is one of the most prestigious programs in quantitative finance in the world and No 1 in France. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Nicole El Karoui」の詳細全文を読む スポンサード リンク
|