Nicole El Karoui
Nicole El Karoui (''Birth name, née'' List of English words of Yiddish origin, 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 University of Maine (France), Université du Maine. Her research has contributed to the application of probability and stochastic differential equations to modeling and risk management in financial markets. Teaching The reputation of Professor El Karoui's classes is such that Wall Street Journal opines that there may be ''too many'' of her students in important positions handling financial derivatives. In an interview with the Wall Street Journal, Rama Cont, Professorship of Mathematical Finance, Professor of Mat ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Mathematics
Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many areas of mathematics, which include number theory (the study of numbers), algebra (the study of formulas and related structures), geometry (the study of shapes and spaces that contain them), Mathematical analysis, analysis (the study of continuous changes), and set theory (presently used as a foundation for all mathematics). Mathematics involves the description and manipulation of mathematical object, abstract objects that consist of either abstraction (mathematics), abstractions from nature orin modern mathematicspurely abstract entities that are stipulated to have certain properties, called axioms. Mathematics uses pure reason to proof (mathematics), prove properties of objects, a ''proof'' consisting of a succession of applications of in ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Financial Markets
A financial market is a market in which people trade financial securities and derivatives at low transaction costs. Some of the securities include stocks and bonds, raw materials and precious metals, which are known in the financial markets as commodities. The term "market" is sometimes used for what are more strictly ''exchanges'', that is, organizations that facilitate the trade in financial securities, e.g., a stock exchange or commodity exchange. This may be a physical location (such as the New York Stock Exchange (NYSE), London Stock Exchange (LSE), Bombay Stock Exchange (BSE) or Johannesburg Stock Exchange (JSE Limited)) or an electronic system such as NASDAQ. Much trading of stocks takes place on an exchange; still, corporate actions (mergers, spinoffs) are outside an exchange, while any two companies or people, for whatever reason, may agree to sell the stock from the one to the other without using an exchange. Trading of currencies and bonds is largely on a bi ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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French Women Mathematicians
French may refer to: * Something of, from, or related to France ** French language, which originated in France ** French people, a nation and ethnic group ** French cuisine, cooking traditions and practices Arts and media * The French (band), a British rock band * "French" (episode), a live-action episode of ''The Super Mario Bros. Super Show!'' * ''Française'' (film), a 2008 film * French Stewart (born 1964), American actor Other uses * French (surname), a surname (including a list of people with the name) * French (tunic), a type of military jacket or tunic * French's, an American brand of mustard condiment * French (catheter scale), a unit of measurement * French Defence, a chess opening * French kiss, a type of kiss See also * France (other) * Franch, a surname * French Revolution (other) * French River (other), several rivers and other places * Frenching (other) Frenching may refer to: * Frenching (automobile), recessing or moul ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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École Normale Supérieure Alumni
École or Ecole may refer to: * an elementary school in the French educational stages normally followed by secondary education establishments (collège and lycée) * École (river), a tributary of the Seine flowing in région ÃŽle-de-France * École, Savoie, a French commune * École-Valentin, a French commune in the Doubs département * Grandes écoles, higher education establishments in France * The École The École, formerly Ecole Internationale de New York, is an intimate and independent French-American school, which cultivates an internationally minded community of students from 2 to 14 years old in New York City’s vibrant Flatiron Distric ..., a French-American bilingual school in New York City * Ecole Software, a Japanese video-games developer/publisher {{disambiguation, geo ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Living People
Purpose: Because living persons may suffer personal harm from inappropriate information, we should watch their articles carefully. By adding an article to this category, it marks them with a notice about sources whenever someone tries to edit them, to remind them of WP:BLP (biographies of living persons) policy that these articles must maintain a neutral point of view, maintain factual accuracy, and be properly sourced. Recent changes to these articles are listed on Special:RecentChangesLinked/Living people. Organization: This category should not be sub-categorized. Entries are generally sorted by family name In many societies, a surname, family name, or last name is the mostly hereditary portion of one's personal name that indicates one's family. It is typically combined with a given name to form the full name of a person, although several give .... Maintenance: Individuals of advanced age (over 90), for whom there has been no new documentation in the last ten ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Stochastic Control
Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system. The system designer assumes, in a Bayesian probability-driven fashion, that random noise with known probability distribution affects the evolution and observation of the state variables. Stochastic control aims to design the time path of the controlled variables that performs the desired control task with minimum cost, somehow defined, despite the presence of this noise. The context may be either discrete time or continuous time. Certainty equivalence An extremely well-studied formulation in stochastic control is that of linear quadratic Gaussian control. Here the model is linear, the objective function is the expected value of a quadratic form, and the disturbances are purely additive. A basic result for discrete-time centralized systems with only additive uncertainty is the ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Pierre And Marie Curie University
Pierre and Marie Curie University ( , UPMC), also known as Paris VI, was a public research university in Paris, France, from 1971 to 2017. The university was located on the Jussieu Campus in the Latin Quarter of the 5th arrondissement of Paris, France. UPMC merged with Paris-Sorbonne University into a new combined Sorbonne University. History Paris VI was one of the inheritors of the faculty of Sciences of the University of Paris, which was divided into several universities in 1970 after the student protests of May 1968. In 1971, the five faculties of the former University of Paris (Paris VI as the Faculty of Sciences) were split and then re-formed into thirteen universities by the Faure Law. The campus of Paris VI was built in the 1950s and 1960s, on a site previously occupied by wine storehouses. The Dean, Marc Zamanski, saw the Jussieu campus standing as a tangible symbol of scientific thought in the heart of Paris, with the Faculty of Science, set in the Latin Quarter, ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Master's Degree In Europe
Master's degrees in Europe are the second cycle of the Bologna process, following on from undergraduate bachelor's degrees and preceding third cycle doctorates. Master's degrees typically take two years to complete, although the number of years varies between countries, and correspond to 60 – 120 ECTS credits. Within the European Higher Education Area, representing almost all countries in Europe, master's degrees are referenced to the Framework of Qualifications for the European Higher Education Area and national qualifications frameworks. European Master's Market Through the Bologna initiatives and support of the European Union, Europe is unifying and standardising especially the structure of their masters' programmes, making them more and more accessible to foreign students. An often cited advantage of the European universities is an advantageous cost/quality ratio. In Europe, especially continental Europe, universities are heavily subsidized by their national governmen ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Marc Yor
Marc Yor (24 July 1949 – 9 January 2014) was a French mathematician well known for his work on stochastic processes, especially properties of semimartingales, Brownian motion and other Lévy processes, the Bessel processes, and their applications to mathematical finance Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that req .... Background Yor was a professor at the Paris VI University in Paris, France, from 1981 until his death in 2014. He was a recipient of several awards, including the Humboldt Prize, the Montyon Prize,Official biography at the French Academy website and was awarded t ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Mathematical Institute, University Of Oxford
The Mathematical Institute is the mathematics department at the University of Oxford in England. It is one of the nine departments of the university's Mathematical, Physical and Life Sciences Division. The institute includes both pure and applied mathematics (Statistics is a separate department) and is one of the largest mathematics departments in the United Kingdom with about 200 academic staff. It was ranked (in a joint submission with Statistics) as the top mathematics department in the UK in the 2021 Research Excellence Framework. Research at the Mathematical Institute covers all branches of mathematical sciences ranging from, for example, algebra, number theory, and geometry to the application of mathematics to a wide range of fields including industry, finance, networks, and the brain. It has more than 850 undergraduates and 550 doctoral or masters students. The institute inhabits a purpose-built building between Somerville College and Green Templeton College on Woodst ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Professorship Of Mathematical Finance
The position of Professor of Mathematical Finance in the Mathematical Institute of the University of Oxford was established in 2002. It is one of the six Statutory professorships in Mathematics at Oxford. From 2005 to 2015, the position was designated as 'Nomura Chair of Mathematical Finance' and endowed by Nomura. The post is associated with a professorial fellowship at St. Hugh's College, Oxford. List of Professors of Mathematical Finance The holders of the Chair have been: *XunYu Zhou, 2008-2016. * Rama Cont, 2018- References {{reflist See also * List of professorships at the University of Oxford Mathematics education in the United Kingdom Mathematics Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ... Professorships in mathematics Lists of people associated with th ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |