Thibaut Mastrolia

Assistant professor in Probability and Mathematical Finance at CMAP, École Polytechnique.


Publications  Conferences Teaching CV

Research interests:

Malliavin calculus, Stochastic analysis, Backward Stochastic Differential Equations and applications in mathematical finance, credit risk, Principal-Agent Problems, stochastic differential games and mean field games.


CMAP, École Polytechnique,
Route de Saclay,
91128 Palaiseau Cedex, FRANCE

Lecture notes: MAA 305 "Introduction to Stochastic processes", Bachelor program, Ecole Polytechnique.