Centre de Mathematiques Appliquees

Welcome to the Website of the

FINANCIAL MODELING GROUP


The Ecole Polytechnique Financial Modeling Group, headed by Professor Nicole El Karoui, is located within the Center for Applied  Mathematics, a research center for applied mathematics jointly run by Ecole Polytechnique and CNRS (French National Center for Scientific Research).  It is an interdisciplinary research group involved in developing stochastic models of financial markets. The group co-organizes the Bachelier Seminar, a weekly research seminar on mathematical finance, and a monthly seminar for market professionals, the Petit Dejeuner de la Finance.

Weekly seminar / Seminaire Hebdomadaire: Seminaire Bachelier.
 

Groupe de travail hebdomadaire.

TOPICS OF RESEARCH: