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Nizar Touzi
Nizar Touzi (born 1968 in Tunisia) is a Tunisian-French mathematician. He is a professor of applied mathematics at École polytechnique. His research focuses on analysis, statistics and algebra. He is being known for publications on optimization and stochastic control. Education Touzi completed his PhD in Applied Mathematics at the Paris Dauphine University under Éric Michel Renault in January 1994. He began his post-doctoral studies at the University of Chicago, doing such from October 1993 to May 1994. After this, he had an HDR at his alma mater, Paris Dauphine University, in January 1999. Career Touzi began his academic career as an assistant professor at this same institution in September 1994. He worked there for five years before becoming a professor of applied mathematics at Pantheone-Sorbonne University in Paris in September 1999. Touzi’s most cited work, ''Applications of Malliavin Calculus to Monte Carlo Methods in Finance'', was published right before this ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Paris Dauphine University
Paris Dauphine University - PSL (french: Université Paris-Dauphine, also known as Paris Dauphine - PSL or Dauphine - PSL) is a public research university based in Paris, France. It is one of the 13 universities formed by the division of the ancient University of Paris (metonymically known as the Sorbonne). It is the only French institution of higher education that is both a grande école and a university. Dauphine is also a founding member and constituent college of PSL University. Dauphine is renowned for its teaching in finance, economics, mathematics, law, and business strategy. Dauphine is a selective university with the status of ''grand établissement''; this unique legal status within the French higher education system allows Dauphine to be a selective university. On average, 90 to 95% of accepted students received either high distinctions or the highest distinctions at their French High School National Exam results (Examen National du Baccalauréat). Dauphine is also a f ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Eric Fournié
The given name Eric, Erich, Erikk, Erik, Erick, or Eirik is derived from the Old Norse name ''Eiríkr'' (or ''Eríkr'' in Old East Norse due to monophthongization). The first element, ''ei-'' may be derived from the older Proto-Norse ''* aina(z)'', meaning "one, alone, unique", ''as in the form'' ''Æ∆inrikr'' explicitly, but it could also be from ''* aiwa(z)'' "everlasting, eternity", as in the Gothic form ''Euric''. The second element ''- ríkr'' stems either from Proto-Germanic ''* ríks'' "king, ruler" (cf. Gothic ''reiks'') or the therefrom derived ''* ríkijaz'' "kingly, powerful, rich, prince"; from the common Proto-Indo-European root * h₃rḗǵs. The name is thus usually taken to mean "sole ruler, autocrat" or "eternal ruler, ever powerful". ''Eric'' used in the sense of a proper noun meaning "one ruler" may be the origin of ''Eriksgata'', and if so it would have meant "one ruler's journey". The tour was the medieval Swedish king's journey, when newly elected, to s ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Academic Staff Of The University Of Paris
An academy ( Attic Greek: Ἀκαδήμεια; Koine Greek Ἀκαδημία) is an institution of secondary or tertiary higher learning (and generally also research or honorary membership). The name traces back to Plato's school of philosophy, founded approximately 385 BC at Akademia, a sanctuary of Athena, the goddess of wisdom and skill, north of Athens, Greece. Etymology The word comes from the ''Academy'' in ancient Greece, which derives from the Athenian hero, '' Akademos''. Outside the city walls of Athens, the gymnasium was made famous by Plato as a center of learning. The sacred space, dedicated to the goddess of wisdom, Athena, had formerly been an olive grove, hence the expression "the groves of Academe". In these gardens, the philosopher Plato conversed with followers. Plato developed his sessions into a method of teaching philosophy and in 387 BC, established what is known today as the Old Academy. By extension, ''academia'' has come to mean the accumulatio ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
1968 Births
The year was highlighted by protests and other unrests that occurred worldwide. Events January–February * January 5 – " Prague Spring": Alexander Dubček is chosen as leader of the Communist Party of Czechoslovakia. * January 10 – John Gorton is sworn in as 19th Prime Minister of Australia, taking over from John McEwen after being elected leader of the Liberal Party the previous day, following the disappearance of Harold Holt. Gorton becomes the only Senator to become Prime Minister, though he immediately transfers to the House of Representatives through the 1968 Higgins by-election in Holt's vacant seat. * January 15 – The 1968 Belice earthquake in Sicily kills 380 and injures around 1,000. * January 21 ** Vietnam War: Battle of Khe Sanh – One of the most publicized and controversial battles of the war begins, ending on April 8. ** 1968 Thule Air Base B-52 crash: A U.S. B-52 Stratofortress crashes in Greenland, discharging 4 nuclear bombs. * ... [...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] |
Black–Scholes Model
The Black–Scholes or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments. From the parabolic partial differential equation in the model, known as the Black–Scholes equation, one can deduce the Black–Scholes formula, which gives a theoretical estimate of the price of European-style options and shows that the option has a ''unique'' price given the risk of the security and its expected return (instead replacing the security's expected return with the risk-neutral rate). The equation and model are named after economists Fischer Black and Myron Scholes; Robert C. Merton, who first wrote an academic paper on the subject, is sometimes also credited. The main principle behind the model is to hedge the option by buying and selling the underlying asset in a specific way to eliminate risk. This type of hedging is called "continuously revised delta hedging" and is the basis of more complicated ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Monte Carlo Method
Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution. In physics-related problems, Monte Carlo methods are useful for simulating systems with many coupled degrees of freedom, such as fluids, disordered materials, strongly coupled solids, and cellular structures (see cellular Potts model, interacting particle systems, McKean–Vlasov processes, kinetic models of gases). Other examples include modeling phenomena with significant uncertainty in inputs such as the calculation of ris ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Malliavin Calculus
In probability theory and related fields, Malliavin calculus is a set of mathematical techniques and ideas that extend the mathematical field of calculus of variations from deterministic functions to stochastic processes. In particular, it allows the computation of derivatives of random variables. Malliavin calculus is also called the stochastic calculus of variations. P. Malliavin first initiated the calculus on infinite dimensional space. Then, the significant contributors such as S. Kusuoka, D. Stroock, Bismut, S. Watanabe, I. Shigekawa, and so on finally completed the foundations. Malliavin calculus is named after Paul Malliavin whose ideas led to a proof that Hörmander's condition implies the existence and smoothness of a density for the solution of a stochastic differential equation; Hörmander's original proof was based on the theory of partial differential equations. The calculus has been applied to stochastic partial differential equations as well. The calculus allows ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Integration By Parts
In calculus, and more generally in mathematical analysis, integration by parts or partial integration is a process that finds the integral of a product of functions in terms of the integral of the product of their derivative and antiderivative. It is frequently used to transform the antiderivative of a product of functions into an antiderivative for which a solution can be more easily found. The rule can be thought of as an integral version of the product rule of differentiation. The integration by parts formula states: \begin \int_a^b u(x) v'(x) \, dx & = \Big (x) v(x)\Biga^b - \int_a^b u'(x) v(x) \, dx\\ & = u(b) v(b) - u(a) v(a) - \int_a^b u'(x) v(x) \, dx. \end Or, letting u = u(x) and du = u'(x) \,dx while v = v(x) and dv = v'(x) \, dx, the formula can be written more compactly: \int u \, dv \ =\ uv - \int v \, du. Mathematician Brook Taylor discovered integration by parts, first publishing the idea in 1715. More general formulations of integration by parts ex ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Greeks (finance)
In mathematical finance, the Greeks are the quantities representing the sensitivity of the price of derivatives such as options to a change in underlying parameters on which the value of an instrument or portfolio of financial instruments is dependent. The name is used because the most common of these sensitivities are denoted by Greek letters (as are some other finance measures). Collectively these have also been called the risk sensitivities, risk measures or hedge parameters. Use of the Greeks The Greeks are vital tools in risk management. Each Greek measures the sensitivity of the value of a portfolio to a small change in a given underlying parameter, so that component risks may be treated in isolation, and the portfolio rebalanced accordingly to achieve a desired exposure; see for example delta hedging. The Greeks in the Black–Scholes model are relatively easy to calculate, a desirable property of financial models, and are very useful for derivatives traders, especi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pierre-Louis Lions
Pierre-Louis Lions (; born 11 August 1956) is a French people, French mathematician. He is known for a number of contributions to the fields of partial differential equations and the calculus of variations. He was a recipient of the 1994 Fields Medal and the 1991 Prize of the Altria, Philip Morris tobacco and cigarette company. Biography Lions graduated from the École Normale Supérieure, École normale supérieure in 1977, and received his doctorate from the University of Pierre and Marie Curie in 1979. He holds the position of Professor of ''Partial differential equations and their applications'' at the Collège de France in Paris as well as a position at École Polytechnique. Since 2014, he has also been a visiting professor at the University of Chicago. In 1979, Lions married Lila Laurenti, with whom he has one son. Lions' parents were Andrée Olivier and the renowned mathematician Jacques-Louis Lions, at the time a professor at the University of Nancy, and from 1991 through ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Jérôme Lebuchoux
Jerome (c.347–420) was a priest, confessor, theologian and historian from Dalmatia. Jerome may also refer to: People Given name * Jerome (given name), a masculine name of Greek origin, with a list of people so named * Saint Jerome (other), several saints and other topics named for them Surname * Cameron Jerome (born 1986), English footballer * Chauncey Jerome (1793–1868), American clockmaker and politician * David Jerome (1829–1896), governor of Michigan * Harry Jerome (1940–1982), Canadian track and field runner * James Jerome (1933–2005), Canadian judge and politician * Jennie Jerome, Lady Randolph Churchill (1854–1921), mother of UK Prime Minister Winston Churchill * Jerome K. Jerome (1859–1927), British author * Jerry Jerome (boxer) (1874–1943), Australian boxer * Jerry Jerome (saxophonist) (1912–2001), American musician * Leonard Jerome (1817–1891), American financier * Randolph Jerome (born 1978), Guyanese soccer player * Ty Jerome (born ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
