tel: + 33 (0) 1 69 33 46 25
fax: + 33 (0) 1 69 33 30 11
http://www.cmap.polytechnique.fr/~bionnada/
email: bionnada (at) cmapx.polytechnique.fr
Member of the CMAP team "Financial market modeling"
(équipe "Modèles aléatoires, finance et statistique")

CMAP Centre de Mathématiques Appliquées UMR 7641 CNRS /Ecole Polytechnique Ecole Polytechnique 91128 Palaiseau Cedex

Bion-Nadal Jocelyne
" Bid-Ask Dynamic Pricing in Financial Markets with Transaction Costs and Liquidity Risk "
CMAP preprint #613, March 2, 2007 - arXiv:math/0703074 [math.PR]

Bion-Nadal Jocelyne
" Time Consistent Dynamic Risk Processes "
Stochastic Processes and their Applications (2008, in press) [doi:10.1016/j.spa.2008.02.011]
Preprint July 7, 2006: arXiv:math/0607212 [math.PR]

Bion-Nadal Jocelyne
" Dynamic Risk Measures: Time Consistency and Risk Measures from BMO Martingales "
Finance and Stochastics, Volume 12, Number 2 (avril 2008), 219-244 online November 30, 2007
preprint.pdf (March 9, 2006).

Bion-Nadal Jocelyne
" Dynamic risk measuring: discrete time in a context of uncertainty, and continuous time on a probability space "
CMAP preprint #596, March 8, 2006

Bion-Nadal Jocelyne
" Pricing functions and risk measures in incomplete markets "
CMAP preprint #577, 2005

Bion-Nadal Jocelyne
" Conditional risk measure and robust representation of convex conditional risk measures "
CMAP preprint # 557, 2004

Bion-Nadal Jocelyne
" A free Girsanov property for free Brownian motion "
CMAP preprint # 546 (2004), appeared in Journal of Operator Theory (JOT) Volume 55, Issue 2 (2006) pp. 373-392
(full text from the JOT web site)

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" Marché financier avec risque de liquidité: Mesures de risques et dynamique des prix "
Séminaire du CMAP, Tuesday Oct. 23rd, 2007.

" Bid Ask Dynamic Pricing under Transaction Costs and Liquidity Risk "
Invited talk, Innovations in Mathematical Finance, Loen, Norway, June 25 - July 1, 2007.

" Fonctions de prix dynamiques dans les marchés financiers avec coûts de transaction et risque de liquidité "
Séminaire Bachelier, Paris, May 11, 2007.

" Mesures de Risque Dynamiques " (Dynamic Risk Measures, pdf presentation).
Invited seminar, Laboratoire de Statistique et Processus, Université du Maine, Le Mans, 1er mars 2007

" Dynamic Risk Measures and Bid-Ask Dynamic Pricing " (abstract)
Invited seminar, Talks in Financial and Insurance Mathematics, ETH Zurich, Nov. 16, 2006

" Dynamic pricing in incomplete markets "
Talk given at the Fourth World Congress of the Bachelier Finance Society, Tokyo, Japan, August 17 - 20, 2006
(extended abstract for registered participants).

" Dynamic risk measuring and pricing in incomplete markets ",
Invited talk, Conference on Risk measures, July 6 and 7, 2006, University of Evry-Val d'Essonne.

" Pricing and risk measuring in incomplete markets and in context of uncertainty " (abstract),
Invited talk, First Conference of Advanced Mathematical Methods for Finance (AMaMeF), April 26-29, 2006, Side, Antalya, Turkey.

" Fonctions de prix et mesures de risque en marché incomplet " (abstract)
Séminaire Bachelier, Paris, April 22, 2005

" Conditional risk measure and robust representation of convex conditional risk measures "
Special session on Risk Measure, 21th International Conference of the French Finance Association
(AFFI 2004), University of Cergy-Pontoise, June 24-26, 2004

" A free Girsanov property for free Brownian motion "
24th Annual Great Plains Operator Theory Symposium (GPOTS 2004), Texas A & M University, May 26-30, 2004.

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Jocelyne Bion-Nadal
French - Born July 30, 1958
Maried, two children

Diplomas
1977 Admitted at Ecole Normale Supérieure de Jeunes Filles (ENSJF), rank 3. 
	[Today's Ecole normale supérieure (ENS) results from the union of the ENS (rue d'Ulm) and the ENSJF.]
1979 Agrégation de Mathématiques 
	[highest degree of teaching certification in France] - admitted with rank 10.
1980 DEA de Mathématiques pures, Université Pierre et Marie Curie (Paris 6) 
1982 PhD Thesis, University Paris 6. Thesis advisor: Alain Connes. 
		Subject: "Espace des états normaux d'un facteur de type III_{\lambda} 0<\lambda<1 
		et d'un facteur de type III_{0}".
		Published in: Canadian Journal of Mathematics, Vol 36, 830-882

Positions
1977-1980 Student of Ecole Normale Supérieure 
1980-1984 Teaching assistant at ENSJF ("Agrégé répétiteur")
1984-1985 Research fellow at MSRI, Berkeley
1985-present: Research position at CNRS 
	Currently "Chargé de Recherche de 1ère classe"
	Host laboratories:
	1985 - 2003: Institut de Mathématiques de Jussieu
	2003 - present: CMAP, Ecole Polytechnique