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).