Emmanuel GOBET - Personal Web Page


I am a Professor of Applied Mathematics at Ecole Polytechnique


Main research topics:

News:


HEP Book Cover "Monte Carlo methods and stochastic processes: from linear to non-linear". (Academic HEP). 2021.

This book is the Chinese translation (thanks to Mingyu Xu) of the English version published by CRC Press.
Monte-Carlo methods and stochastic processes: from linear to non-linear "Monte Carlo methods and stochastic processes: from linear to non-linear". (CRC Press). August 2016.

This book, published by CRC Press, is an extended version of the french version (see below). You can also visit the webpage of the book (exercises with solutions, Python demos, extra links...).
You can
  • order the book via Amazon here,
  • order via CRC Press here.
Méthodes de Monte-Carlo et processus stochastiques: du linéaire au non-linéaire "Méthodes de Monte-Carlo et processus stochastiques: du linéaire au non-linéaire". Sept. 2013.

You can
  • Order via Amazon here.
  • Order via Editions de l'Ecole Polytechnique here.
  • Order via Ellipses here.
Les outils stochastiques des marchés financiers "Les outils stochastiques des marchés financiers: une visite guidée de Einstein à Black-Scholes", with Nicole El Karoui. Feb. 2011.

You can download a simplified version without figures and exercises here. Or you can buy the full version:
  • Order via Amazon here.
  • Order via Editions de l'Ecole Polytechnique here.
  • Order via Ellipses here.
CMAP UMR 7641 École Polytechnique CNRS, Route de Saclay, 91128 Palaiseau Cedex France, Tél: +33 1 69 33 46 00