PhD students / Doctorants
- Arseniy KUKANOV ( IEOR Dept, Columbia University )
- Ekaterina VINKOVSKAYA ( Dept of Statistics, Columbia University)
- Lakshithe WAGALATH (Université Pierre & Marie Curie-Paris VI)
Former doctoral students
(in reverse chronological order):
de LARRARD (2012):
Dynamics of limit order markets: queueing models and limit theorems.
Currently: Quantitative Research, Knight Capital (New York).
- Amel BENTATA (2012): Markovian projection of stochastic processes.
Currently: Postdoctoral researcher, Dept of Mathematics, University of
MINCA (2011) Mathematical modeling of default contagion.
Currently: Assistant Professor, Cornell University.
- Yu Hang
KAN (2011): Mathematical modeling of credit derivatives.
Currently: Quantitative Research, Barclays Capital (Hong Kong).
- Amal MOUSSA ( 2011 ): Contagion and Systemic Risk in Financial
Currently: JP Morgan, New York.
- David FOURNIE ( 2010 ) Functional Ito Calculus and Applications.
Currently: Morgan Stanley, New York.
- Romain DEGUEST
( 2010 ) Model uncertainty in derivatives pricing and risk
Currently: Research Scientist, EDHEC
Business School, Nice (France).
TANIMURA ( 2008 ) Structure and dynamics of complex networks.
Currently: Assistant professor in Mathematics, Université de Paris
- Julien HOK (2006). Information and volatility in
Currently : Quantitative analyst ( London ).
- Moeiz ROUIS ( 2007 ) Inverse problems for partial differential equations
Currently: Assistant professor in Mathematics, Tunisia.
VOLTCHKOVA ( 2005 ) Partial integrodifferential equations:
numerical methods and applications in finance.
Currently : Assistant professor in Applied Mathematics, Université de
TANKOV (2004) Levy processes in finance: inverse problems and
Currently : Associate professor, Université Paris VII (France).