Section: Dissemination

PhD defences

• M. Messaoud

  Thesis defended in January 2006, Universté Paris-Dauphine

  Title: ``Contrôle optimal stochastique et calcul de Malliavin appliqués en finance''

  Adviser: A. Sulem

• Y. Elouherkaoui

  Thesis defended in May 2005, Universté Paris-Dauphine

  Title: Etude des problemes de correlation et d'incompletude dans les marches de credit. Correlation and incompleteness in credit derivatives markets.

  Adviser: A. Sulem

• A. Alfonsi

  Thesis defended in June 2006

  Title: Modélisation en risque de crédit. Calibration et discrétisation de modèles financiers.

  Adviser: B. Jourdain

• J. Guyon

  Thesis defended in July 2006

  Title: Modélisation probabiliste en finance et en biologie. Théorèmes limites et applications.

  Advisers: J.F. Delmas and B. Lapeyre

• C. Strugarek

  Thesis defended in May 2006, ENPC

  Title: Approches variationnelles et autres contributions en optimisation stochastique

  Advisers: P. Carpentier and A. Sulem

• M.P. Bavouzet

  Title: "Malliavin calcul with jumps and application in Finance". defended at the University Paris-Dauphine in December 2006.

  Advisers: V. Bally and A. Sulem