Section: Dissemination

PhD

PhD defense

• Sidi Mohamed Ould Aly, Exotic options and stochastic volatility models. Thesis defense was on June 16th, 2011, Université Paris-Est Marne-la-Vallée. Adviser: D. Lamberton.

• Ahdida Abdelkoddousse, Wishart processes and correlation modeling in large dimension. Defense on the 1st of December 2011. Adviser: A. Alfonsi.

• Andreea Minca, Modélisation mathématique de la contagion de défaut; Mathematical modeling of financial contagion Adviser: A. Sulem (30%) and Rama Cont, (Bourse Fondation Natixis): Thesis defense was at Université Pierre et Marie Curie (Paris 6) September 5, 2011. Actual Position: Assistant Professor, School of Operations Research and Information Engineering, Cornell University.

PhD in progress

• José Infante Acevedo (from Oct. 2009). Liquidity risk and limit order books modelling, ENPC. Adviser: A. Alfonsi

• Lokmane Abbas Turki (3rd year, started in March 2009, Modelling of correlation in high dimensions and numerical methods. This thesis is funded by Credinext. Université Paris-Est Marne-la-Vallée Advisers: D. Lamberton and B. Lapeyre.

• Ayech Bouselmi (3nd year, started in October 2009). Lévy processes and multi-dimensional models in finance. Allocataire de recherche, Université Paris-Est Marne-la-Vallée. Adviser: D. Lamberton

• Jing Chen, Non linear expectations and Backward SDEs, (Shandong University grant, INRIA. Adviser: A. Sulem (started September 2011).

• Maxence Jeunesse: Study of some numerical methods in finance Adviser: B. Jourdain

• Victor Rabiet, Malliavin calculus for jump diffusions. (3nd year, started in October 2009), ENS Cachant, Adviser: V. Bally