Nicole El Karoui

Nicole El Karoui is a mathematician, and pioneer in the development of mathematical Finance. She  is currently Emeritus Professor at the

Pierre and Marie Curie University, after ten years as a professor at the Ecole Polytechnique. Her research focuses on control of stochastic

processes and and partially observable optimization problems.

At the end of the 1980s, during a sabbatical semester, she discovered the world of investment banking and the use that newly created french futures markets make stochastic calculation tools.

Confronting theory and practice becomes a real challenge, which it will raise by creating the Probability and Finance master's degree, Paris VI-Ecole Polytechnique, which has largely contributed to the renown of "French quants" in the financial markets around the world up today.

At the Ecole Polytechnique, she created the research group in financial mathematics, combining theoretical and applied research with the financial support of the Risk foundation; he is now an international leading group, thanks to Pr Touzi and Gobet.

Recently, she focuses on new paradigms in longevity and demographic transition, a greatly data driven field, with the help of human population dynamics models.

She is very active in bringing professional and academic world together, by participating in the creation of the Risk Foundation and the Louis Bachelier Institute.