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Monique Jeanblanc
Monique Jeanblanc-Picqué (born 1947) is a French mathematician known for her work in mathematical finance; other topics in her research have included control theory and probability theory. She is a professor emerita at the University of Évry Val d'Essonne. Education and career Jeanblanc was a student at the Ecole Normale Supérieure de Cachan from 1966 to 1969, when she took a teaching position there. In 1992 she moved to the University of Évry. Books Jeanblanc is the author or coauthor of the books including *''Enlargement of Filtration with Finance in View'' (with Anna Aksamit, Springer, 2017) *''Mathematical Methods for Financial Markets'' (with Marc Yor and Marc Chesney, Springer, 2009) *''Marchés financiers en temps continu: valorisation et équilibre'' (with Rose-Anne Dana, Economica, 1998), translated into English as ''Financial Markets in Continuous Time'' (Springer, 2003) Recognition In 2009, Jeanblanc was made a chevalier in the Legion of Honour The National ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematical Finance
Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling of financial markets. In general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk and portfolio management on the other. Mathematical finance overlaps heavily with the fields of computational finance and financial engineering. The latter focuses on applications and modeling, often by help of stochastic asset models, while the former focuses, in addition to analysis, on building tools of implementation for the models. Also related is quantitative investing, which relies on statistical and numerical models (and lately machine learning) as opposed to traditional fundamental analysis when managing portfolios. French mathematician Louis Bachelier's doctoral thesis, defended in 1900, is considered the first scholarly work on mathematical fina ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Control Theory
Control theory is a field of mathematics that deals with the control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a desired state, while minimizing any ''delay'', ''overshoot'', or ''steady-state error'' and ensuring a level of control stability; often with the aim to achieve a degree of optimality. To do this, a controller with the requisite corrective behavior is required. This controller monitors the controlled process variable (PV), and compares it with the reference or set point (SP). The difference between actual and desired value of the process variable, called the ''error'' signal, or SP-PV error, is applied as feedback to generate a control action to bring the controlled process variable to the same value as the set point. Other aspects which are also studied are controllability and observability. Control theory is used in control system eng ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Professor Emerita
''Emeritus'' (; female: ''emerita'') is an adjective used to designate a retired chair, professor, pastor, bishop, pope, director, president, prime minister, rabbi, emperor, or other person who has been "permitted to retain as an honorary title the rank of the last office held". In some cases, the term is conferred automatically upon all persons who retire at a given rank, but in others, it remains a mark of distinguished service awarded selectively on retirement. It is also used when a person of distinction in a profession retires or hands over the position, enabling their former rank to be retained in their title, e.g., "professor emeritus". The term ''emeritus'' does not necessarily signify that a person has relinquished all the duties of their former position, and they may continue to exercise some of them. In the description of deceased professors emeritus listed at U.S. universities, the title ''emeritus'' is replaced by indicating the years of their appointmentsThe Proto ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
University Of Évry Val D'Essonne
The Université d'Évry Val-d'Essonne (''Université d'Évry Val-d'Essonne'' or UEVE) is a French public university located in Évry-Courcouronnes, Île-de-France, and is one of the founding members of Paris-Saclay University. The UEVE is expected to merge with the Paris-Saclay University in 2025. This university founded in 1991 (by Decree), is located in a “ville nouvelle” which is dynamic and constantly evolving. The city of Évry-Courcouronnes is home to many firms (Accor, Carrefour etc.), the largest mall in Île-de-France and a national theatre. Just 25 minutes from Paris by RER, Évry is near the countryside. The Forest of Fontainebleau is only 21 miles (35 kilometres) away. There are more than 160 curricula from two-year undergraduate degrees to the doctoral level, over half of which are professionally oriented. The university offers courses in Science, Technology, Law, Economics, Management and Social Sciences. Today, the university counts more than 10,000 students ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
École Normale Supérieure Paris-Saclay
The École normale supérieure Paris-Saclay (also ENS Paris-Saclay or Normale Sup' Paris-Saclay), formerly ENS Cachan, is a grande école and a constituent member of Paris-Saclay University. It was established in 1892. It is located in Gif-sur-Yvette within the Essonne Departments of France, department near Paris, Île-de-France, France. ENS Paris-Saclay is one of the most prestigious and selective French ''grandes écoles''. Like all other ''grandes écoles'', this elite higher education institution is not included in the mainstream framework of the French public universities. Along with the École normale supérieure (Paris), École Normale Supérieure de Lyon, ENS Lyon and École normale supérieure de Rennes, ENS Rennes, the school belongs to the informal network of French ''école normale supérieure, écoles normales supérieures'', forming the top level of research and education in the French higher educational system. In 2014, ENS Paris-Saclay became a founding member of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Marc Yor
Marc Yor (24 July 1949 – 9 January 2014) was a French mathematician well known for his work on stochastic processes, especially properties of semimartingales, Brownian motion and other Lévy processes, the Bessel processes, and their applications to mathematical finance. Background Yor was a professor at the Paris VI University in Paris, France, from 1981 until his death in 2014. He was a recipient of several awards, including the Humboldt Prize, the Montyon Prize,Official biography at the French Academy website and was awarded the by the French Republic. He was a member of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Legion Of Honour
The National Order of the Legion of Honour (french: Ordre national de la Légion d'honneur), formerly the Royal Order of the Legion of Honour ('), is the highest French order of merit, both military and civil. Established in 1802 by Napoleon, Napoleon Bonaparte, it has been retained (with occasional slight alterations) by all later French governments and regimes. The order's motto is ' ("Honour and Fatherland"); its Seat (legal entity), seat is the Palais de la Légion d'Honneur next to the Musée d'Orsay, on the left bank of the Seine in Paris. The order is divided into five degrees of increasing distinction: ' (Knight), ' (Officer), ' (Commander (order), Commander), ' (Grand Officer) and ' (Grand Cross). History Consulate During the French Revolution, all of the French Order of chivalry, orders of chivalry were abolished and replaced with Weapons of Honour. It was the wish of Napoleon, Napoleon Bonaparte, the French Consulate, First Consul, to create a reward to commend c ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Related categories * :Year of birth missing (living people) / :Year of birth unknown * :Date of birth missing (living people) / :Date of birth unknown * :Place of birth missing (living people) / :Place of birth unknown * :Year of death missing / :Year of death unknown * :Date of death missing / :Date of death unknown * :Place of death missing / :Place of death unknown * :Missing middle or first names See also * :Dead people * :Template:L, which generates this category or death years, and birth year and sort keys. : {{DEFAULTSORT:Living people 21st-century people People by status ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
French Women Mathematicians
French (french: français(e), link=no) may refer to: * Something of, from, or related to France ** French language, which originated in France, and its various dialects and accents ** French people, a nation and ethnic group identified with France ** French cuisine, cooking traditions and practices Fortnite French places Arts and media * The French (band), a British rock band * "French" (episode), a live-action episode of ''The Super Mario Bros. Super Show!'' * ''Française'' (film), 2008 * French Stewart (born 1964), American actor Other uses * French (surname), a surname (including a list of people with the name) * French (tunic), a particular type of military jacket or tunic used in the Russian Empire and Soviet Union * French's, an American brand of mustard condiment * French catheter scale, a unit of measurement of diameter * French Defence, a chess opening * French kiss, a type of kiss involving the tongue See also * France (other) * Franch, a surname * French ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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