Version francaise.

Professor of Applied Mathematics,Ecole Polytechnique .

Professor of Mathematics, Université de Paris VI.

Director of the Financial Modeling Group, at the Center for Applied Mathematics, Ecole Polytechnique.

Scientific Director, CNRS Research Program Quantitative methods in Finance (FIQUAM).

Research interests: stochastic models in finance, term structure modeling, credit risk, pricing and hedging of derivative instruments, stochastic control theory.

Centre de Mathématiques Appliquées
Ecole Polytechnique
F-91128 Palaiseau, France.
Fax 00 33 1 69 33 30 11.