Nicole El Karoui

Nicole el karoui

Nicole El Karoui is a French mathematician, and pioneer in the development of Mathematical Finance. 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 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 quantitative finance in the world and No 1 in France. The class size is around 60 - 70 students yearly, most of whom are from grandes écoles and universities in France. Her students are well recognized by the quantitative finance industry.

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