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.

Tel: +33 1 69 33 45 62

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