Emmanuel GobetProfessor 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 analysis, machine learning, and numerics. He has written more than 80 papers in international journals and 3 books. He is an associate editor of the SIAM Financial Mathematics journal. He is the scientific leader of the Chair Stress Test, between BNPP Paris and Ecole Polytechnique.