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Emmanuel Gobet
Professor at Ecole Polytechnique


Emmanuel Gobet graduated from Ecole Polytechnique - Paris and in 1998, he got a PhD degree in probability at University Paris Diderot. He took different positions at University Pierre et Marie Curie, Grenoble Institute of Technology and he is currently Professor at Ecole Polytechnique.

With Nicole El Karoui, Gilles Pages and Mathieu Rosenbaum, he is co-heading the well-know masters programme « Probability and Finance » from Ecole Polytechnique-University Paris 6. He is specialist in financial mathematics, stochastic processes, stochastic analysis, probabilistic algorithms and statistics for stochastic processes. He has written more than 60 papers in international journals and 3 books. He is an associate editor of the SIAM Financial Mathematics journal.

Emmanuel Gobet's Network

Agenda Sessions

  • Modelling and computing the adjustment of IM in pricing/hedging derivatives