|
|
 |  |
| |
High level training in
 Contact Danièle Daubard + 33 1 44 05 46 76 masef@dauphine.fr |
 |
 |
The advisory board has the objective to discuss the Master orientations, both on an academical point of view and on an industrial applications plans. It is composed of researchers both of the professional world and the University one, as well as representatives of the master Masef. The advisory board meets once a year.
 Ivar Ekeland |
Alumna of “Ecole Normale Supérieure” and researcher at CNRS, he taught mathematics and economy at Paris – Dauphine University, at "Ecole Polytechnique", in the military special high school of Saint-Cyr then in the British Columbia University in Vancouver where he has directed "Pacific Institute of Mathematical Sciences" from 2003 till 2008. He was the former president of the university Paris - Dauphine from 1989 till 1994 and directed DEA MASE (forefather of the Master Masef) during several years. Laureate of many awards of which d’Alembert Prize, Jean Rostand Prize and Science Academy Great Prize, he is also member of Norwegian academy and of Royal Society of Canada. |
|
Former student of “Ecole Normale Supérieure”, holder of the mathematics agrégation, he has taught economy and finance at Paris I University, ENSAE and at Paris-Dauphine. His works with H.Kallal about financial market models with frictions made his international reputation. Since 2003, he has the direction of Finance Institute of Paris-Dauphine University, of which he is also deputy head. Member University Institute of France, he succeeded in setting up in 2007 a chaire of Fondation risk. | |
 Pierre-Louis Lions |
Consultant close to atomic energy Commissar at INRIA (Informatic and Automatic National Research Institute) at CISI ingineer and director at Ceremade at Paris-Dauphine University since 1991. Pierre-Louis Lions has been a professor at "Ecole Polytechnique" and at “Collège de France” since 2002, holder of “Partial Differential Equations and applications”. For his works, he obtained Fields medal and obtained became member of Academy of science in 1994. He also is laureate of many prizes like IBM one for mathematics (1987). He is the author of many financial mathematics articles. |
 Nizar Touzi |
Mathematics Professor at “Ecole Polytechnique”, where he is in responsible for the financial mathematics team, Nizar Touzi is one of the greatest researchers of his generation in financial mathematics. He first taught at Paris-Dauphine University where he was in charge of DEA MASE, then he joined the research laboratory of Ensae, CREST, where he co-directed the Finance-Insurance team. He also taught at Imperial College, Princeton and HEC. |
|
René Aïd EDF - Research |
Rene Aid is in charge of the common laboratory Dauphine-CREST-EDF of Energy Markets Finance. He arrived at R&D EDF in 1998 with an applied mathematics thesis from INPG and an ENSIMAG engineer diploma. He has developped micro-economic models in enabling decision taking in the Electricity Markets in Europe.
|
 Aymeric Kalife Axa - Research and Risk Control |
Graduate from HEC, Science-Po and ENSAE, he is holder of a finance thesis made at Dauphine. Rates derivatives quant at ABN AMRO then on commodities derivaties at EDF, he has worked as an hybrids derivatives structurer at Merrill Lynch, then as a volatility strategist at Deutsche Bank. After that he has created a team of model and market risks as a Deputy Chief Risk Officer at AXA Hedging Services. Now he is Head of Structuring, Hedging and Modelling at AXA Group Risk Managemeent Life Produts, in charge of control of financial risks and of improvement of hedging strategies. He teaches finance at Dauphine University and HEC, he is the author of many research articles mostly about assessment and liquidity hedging risk. |
|
 Jean-Michel Lasry Calyon |
Former researcher at CNRS, then Professor at Paris-Dauphine University where he was co-director of DEA MASE for ten years. He also taught at Ecole Polytechnique. Brilliant mathematician he has written famour scientific articles. He worked intensively with Pierre-Louis Louis, with who he is now working on new concepts based on the Mean Fields Game Theory. - General Director of Bank and Financial Affairs at “Caisse des Dépots” - General Director of “Caisse Autonome de Refinancement - Global head of Quantitative Research of Paribas markets - Vice Director of CPR Bank - Member of Executive Commitee of Capital Markets of Calyon Scientific councellor of Calyon DG |
|
Jérôme Lebuchoux Reech AiM - Quantitative Research |
He is graduated from “Ecole Normale Supérieure” and “Numerical analysis” DEA at Paris-X Unviersity in Paris. He has worked for ten years at BNP-Paribas and Calyon as chief or research. He has written many scientific articles, he also taught finance and probabilities at Pierre and Marie Curie University and Dauphine University. In 2002, he obtained the prize of best article in financial mathematics from Europlace Institute |
 Charles Albert Lehalle Chevreux - Quantitative Research |
Former student of Robert Azencott, he is the holder of a PhD on “Non Linear Control with neural networks”. After nine years as a researcher in the industry in the areas of stochastic processes, information theory and nonlinear control, he joined the research team of Exane-BNP-Paris. Today he is in charge of the quantitative research team at Credit Agricole Cheuvreux, dedicated to algorithmic and high frequency trading. He has written many articles on optimisation of trading execution taking into account the market liquidity |
