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Nicole El Karoui

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Nicole El Karoui is a French mathematician, and pioneer in the development of Mathematical Finance, born May 29, 1944 in Paris. She is considered to be one of the very active mathematician that started heavily promoting Financial Mathematics in France and trained many engineers and scientists to this field. In particular, the courses she teaches are regarded by many as the most prestigious in this field. She is currently professor of Applied Mathematics at the Pierre and Marie Curie University and previously at the famous École Polytechnique. Her research has contributed to the application of probability and stochastic differential equations to modeling and risk management in financial markets. The reputation of Professor El Karoui's classes is such that Wall Street Journal opines that there may be too many of her students in important positions handling financial derivatives. She is the director, with Marc Yor and Gilles Pagès, of the Master of Advanced Studies program Probability & Finance, jointly operated by École Polytechnique and the Pierre and Marie Curie University (Paris VI). This program, usually called "DEA El Karoui", is one of the most prestigious program in  ( Wikipedia article )

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