Peter Carr Brooklyn Quant Experience (BQE) Lecture Series: Nizar Touzi

Title

On Some Problems in Financial Engineering

Abstract

We will review some recent problems arising in financial engineering, which motivate new developments in stochastic analysis, control and differential games for large population interactions.

Bio

Nizar Touzi has been a professor of applied mathematics at Ecole Polytechnique since 2006. He was previously Chair Professor at Imperial College London. He was an invited session speaker at the International Congress of Mathematicians (Hyderabad 2010). He received the Louis Bachelier Natixis prize of the French Academy of Sciences in 2012 and the Paris Europlace prize of Best Young Researcher in Finance in 2007. He is co-editor and associate editor in various international journals in the fields of financial mathematics, applied probability, and control theory.