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) Non-anticipative functional calculus and application to stochastic processes.
Candia RIGA ( Paris VI, 2016) Non-anticipative functional calculus and application to continuous-time finance.
Laura SILVESTRI (Universita Roma I-La Sapienza, 2015) Systemic Risk, Financial Networks and Macro-Prudential 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.
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.
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
- David FOURNIE ( Columbia University, 2010 ) Functional Ito Calculus and Applications.
- Romain DEGUEST
( Columbia University, 2009 ) Model Uncertainty in Finance: Risk Measures and Inverse Problems.
TANIMURA ( EHESS, 2008 ) Structure and dynamics of complex networks.
- Julien HOK (Ecole Polytechnique, 2006) Information and volatility in
- Moeiz ROUIS ( Ecole Polytechnique, 2007 ) Inverse problems for partial differential equations
VOLTCHKOVA ( Ecole Polytechhnique, 2005 ) Partial integrodifferential equations:
numerical methods and applications in finance.
TANKOV (Ecole Polytechhnique, 2004) Levy processes in finance: inverse problems and