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

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.

Articles from this author

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  Contributor / 2016-05-13

  The future of financial mathematics

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

  How do financial mathematics specialists imagine the markets in five to ten years? What exactly will their role look like? In a speech before ENSAE ParisTech alumni, specialist Nicole El Karoui addresses these issues through a retrospectiv…