Doctorants / PhD students

• Amel BENTATA (Universite Pierre & Marie Curie-Paris VI): Markovian projection of stochastic processes.
• JinBeom KIM (IEOR Dept, Columbia University)
• Arseniy KUKANOV ( IEOR Dept, Columbia University )
• Adrien de LARRARD ( Universite de Paris VI )
• Ekaterina VINKOVSKAYA ( Dept of Statistics, Columbia University)
• Lakshithe WAGALATH (Universite Pierre & Marie Curie-Paris VI)
  
  Former doctoral students (in reverse chronological order):
   
• Andreea 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 Networks.
  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 management.
  Currently: Research Scientist, EDHEC Business School, Nice (France).
• Emily TANIMURA ( 2008 ) Structure and dynamics of complex networks.
  Currently: Assistant professor in Mathematics, Université de Paris I-Sorbonne.
• Julien HOK (2006). Information and volatility in financial markets.
  Currently : Quantitative analyst ( London ).
• Moeiz ROUIS ( 2007 ) Inverse problems for partial differential equations in finance.
  Currently: Assistant professor in Mathematics, Tunisia.
• Ekaterina VOLTCHKOVA  ( 2005 ) Partial integrodifferential equations: numerical methods and applications in finance.
  Currently : Assistant professor in Applied Mathematics, Université de Toulouse (France).
• Peter TANKOV (2004) Levy processes in finance: inverse problems and multivariate dependence.
  Currently : Associate professor, Université Paris VII (France).