| 词条 | Nicole El Karoui |
| 释义 |
| name = Nicole El Karoui | image = Nicole El Karoui 2008.jpg | image_size = | caption = Nicole El Karoui, 2008 | birth_date = {{birth date and age|1944|05|29|mf=y}} | birth_place = France | death_date = | death_place = | nationality = {{flag|France}} | fields = Mathematics | workplaces = Paris VI University, Ecole Polytechnique | doctoral_advisor = | doctoral_students = Sylvie Méléard | known_for = Contributions to probability theory and mathematical finance | awards = | maiden_name = Nicole Schvartz }} Nicole El Karoui is a French mathematician, and pioneer in the development of mathematical finance, born May 29, 1944, in Paris. She is considered one of the pioneers on the French school of mathematical finance and trained many engineers and scientists to this field. She is currently professor of Applied Mathematics at Pierre and Marie Curie University, a post she previously held at the École Polytechnique and Université du Maine. Her research has contributed to the application of probability and stochastic differential equations to modeling and risk management in financial markets. TeachingThe 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.[1] In an interview with the Wall Street Journal, Rama Cont, a well-known mathematician, described a degree with Ms. El Karoui's name on it as "the magic word that opened doors for young people."[2] El Karoui was the co-director, with Marc Yor and Gilles Pagès, of the Masters program in Probability & Finance,[3] jointly operated by École Polytechnique and the Pierre and Marie Curie University (Paris VI), which she co-founded with Helyette Geman.[4] This program, usually called "DEA El Karoui", is one of the most prestigious programs in quantitative finance in the world and No 1 in France.[5] Scientific contributionsNicole El Karoui's research is focused on probability theory, stochastic control theory and mathematical finance. Her contributions focused on the mathematical theory of stochastic control, backward stochastic differential equations and their application in mathematical finance. She is particularly known for her work on the robustness of the Black-Scholes hedging strategy, superhedging of contingent claims and the change of numéraire method for option pricing. Selected publications
AwardsProfessor El Karoui is a Chevalier de l'ordre de la légion d'honneur,.[6] References1. ^{{cite web|last=Mollenkamp |first=Carrick |url=https://www.wsj.com/articles/SB114187184703793317|title=Why Students Of Prof. El Karoui Are In Demand - WSJ.com |publisher=Online.wsj.com |date=2006-03-09 |accessdate=2012-10-19}} 2. ^{{cite web|last=Mollenkamp |first=Carrick |url=https://www.wsj.com/articles/SB114187184703793317|title=Why Students Of Prof. El Karoui Are In Demand - WSJ.com |publisher=Online.wsj.com |date=2006-03-09 |accessdate=2012-10-19}} 3. ^{{cite web|url=http://www.master-finance.proba.jussieu.fr/index2.php |title=Master : Probabilités et Finance (thématique) |publisher=Master-finance.proba.jussieu.fr |date= |accessdate=2012-10-19}} 4. ^{{cite web|author=Mollenkamp|url=https://www.wsj.com/articles/SB114187184703793317|title=Why Students of Prof. El Karoui are in demand|publisher=Bloomberg|date=2006-03-09|accessdate=2013-01-02}} 5. ^{{cite web|url=http://www.maths-fi.com/annuaire_Master_Finance_Maths/liste_mathematiques-et-finance_DESS_Master-2-Pro.html |title=Classement thématique master finance de marché - Emploi stage finance de marche Ingenieur Master DEA DESS mastere Doctorat MSc MS Phd, Finance Quantitative, IT Finance, Mathematique financiere et informatique, ingénierie financière, France et international |publisher=Maths-fi.com |date= |accessdate=2012-10-19}} 6. ^{{cite web|author=Marc Champenois |url=http://www.france-phaleristique.com/lh_promo_14-04-06.htm |title=Ordre de la Légion d'honneur - Nominations, promotions et élévations du 14-04-2006 |publisher=France-phaleristique.com |date=2006-04-14 |accessdate=2012-10-19}} External links
7 : Living people|École Normale Supérieure alumni|French scientists|French mathematicians|Financial economists|Women mathematicians|1944 births |
| 随便看 |
|
开放百科全书收录14589846条英语、德语、日语等多语种百科知识，基本涵盖了大多数领域的百科知识，是一部内容自由、开放的电子版国际百科全书。