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El Karoui, Nicole
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Nicole El Karoui
Nicole El Karoui
(''
née
''
Schvartz
) is a French mathematician and pioneer in the development of
mathematical finance
, born 29 May 1944 in
Paris
. She is considered one of the pioneers on the French school of
mathematical finance
and trained many engineers and scientists in this field. She is Professor Emeritus of
Applied Mathematics
at
Sorbonne University
, and held professorship positions at the
École Polytechnique
and
Université du Maine
. Her research has contributed to the application of probability and
stochastic differential equation
s to modeling and
risk management
in
financial markets
.
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Financial Mathematics : Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996
by
Biais, Bruno
,
Björk, Thomas
,
Cvitanic, Jakša
,
El
Karoui
,
Nicole
Published 1997
Springer Berlin Heidelberg
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