Doctoral students
Former doctoral students
:
(in reverse chronological order, with title of doctoral thesis)
 Anna ANANOVA ( Imperial College London, 2018) Functional calculus and integration with respect to paths of finite quadratic variation.

Eric SCHAANNING ( Imperial College London, 2017) Fire sales and systemic risk in financial networks.
 Yi LU ( Paris VI, 2017) Nonanticipative functional calculus and application to stochastic processes.

Candia RIGA ( Paris VI, 2016) Nonanticipative functional calculus and application to continuoustime finance.

Laura SILVESTRI (Universita Roma ILa Sapienza, 2015) Systemic Risk, Financial Networks and MacroPrudential Regulation.
 Ekaterina VINKOVSKAYA ( Columbia University, 2013) A point process model for the dynamics of limit order books.

Lakshithe WAGALATH (Paris VI, 2013) Mathematical modeling of endogenous risk.
 Ioana SAVESCU ( Imperial College London, 2013 ) Structural approach to credit derivatives with counterparty adjustments.
 Arseniy KUKANOV ( Columbia University, 2013 ) Stochastic models of limit order markets.
 Adrien
de LARRARD (Paris VI, 2012):
Dynamics of limit order markets: queueing models and limit theorems.
 Amel BENTATA (Paris VI, 2012): Markovian projection of stochastic processes.
 Andreea
MINCA (Paris VI, 2011) Mathematical modeling of default contagion.
 Yu Hang
KAN (Columbia University, 2011): Mathematical modeling of credit derivatives.

Amal MOUSSA ( Columbia University, 2011): Contagion and Systemic Risk in Financial
Networks.
 David FOURNIE ( Columbia University, 2010 ) Functional Ito Calculus and Applications.
 Romain DEGUEST
( Columbia University, 2009 ) Model Uncertainty in Finance: Risk Measures and Inverse Problems.
 Emily
TANIMURA ( EHESS, 2008 ) Structure and dynamics of complex networks.
 Julien HOK (Ecole Polytechnique, 2006) Information and volatility in
financial markets.
 Moeiz ROUIS ( Ecole Polytechnique, 2007 ) Inverse problems for partial differential equations
in finance.
 Ekaterina
VOLTCHKOVA ( Ecole Polytechhnique, 2005 ) Partial integrodifferential equations:
numerical methods and applications in finance.
 Peter
TANKOV (Ecole Polytechhnique, 2004) Levy processes in finance: inverse problems and
multivariate dependence.