Nicole El Karoui | |
|---|---|
 El Karoui in 2008 | |
| Born | Nicole Schvartz 29 May 1944 Paris, France |
| Known for | Contributions to probability theory and mathematical finance |
| Scientific career | |
| Fields | Mathematics |
| Institutions | Paris VI University, Ecole Polytechnique |
| Doctoral students | |
Nicole El Karoui (née Schvartz) is a French mathematician and pioneer in the development of mathematical finance, born 29 May 1944 in Paris. She is considered one of the pioneers on the French school of mathematical finance and trained many engineers and scientists in this field. She is Professor Emeritus of Applied Mathematics at Sorbonne University, and held professorship positions at the École Polytechnique and Université du Maine. Her research has contributed to the application of probability and stochastic differential equations to modeling and risk management in financial markets.