Benoit Mandelbrot, former student of Ecole Polytechnique, is a member of the research center of IBM. He also teaches at Yale and is the father of fractal mathematics ...
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Derivatives
Saturday 17 May 2025
Articles
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Interview Benoit Mandelbrot: «My ideas are more and more used by trading desks »
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Interview Elie Ayache : « The trading of derivatives products has nothing to do with the probability distributions»
He was among the first volatility traders in the matif ! ITO33 Founder and former head of research at Dexia AM, Elie Ayache gives us his thoughts on the derivatives markets he defines as the technology...
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News French Legion of Honour awarded to Nicole El Karoui
Nicole El Karoui, a mathematics professor and expert on probability, received, on October 15th 2006, the French Legion of Honour for her pioneering work in the field of mathematics applied to finance.
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