Nicole EL KAROUI.


Version francaise.

Professor of Applied Mathematics, Ecole Polytechnique .

Director of the Department of Applied Mathematics, Ecole Polytechnique.

Head of the Financial Modeling Group, at the Center for Applied Mathematics, Ecole Polytechnique.

Research interests: backward stochastic differential equations, stochastic models in finance, term structure modeling, credit risk, stochastic control theory.

Centre de Mathématiques Appliquées Ecole Polytechnique F-91128 Palaiseau, France. Fax 00 33 1 69 33 30 11.