معرفی
Jean-François CHASSAGNEUX is a Full Professor in Finance at Université Paris, holding a permanent position at CREST (Center for Research in Economics and Statistics). His academic career focuses on the intersection of probability theory, numerical analysis, and financial mathematics, with particular expertise in backward stochastic differential equations and their applications to financial modeling.
His research interests span Applied Probability, Financial Mathematics, Numerical Analysis, Stochastic Analysis, Backward Stochastic Differential Equations (BSDE), Large Population Stochastic Control, Non-linear pricing methods, and Markets with imperfections. His work bridges theoretical mathematics with practical financial applications, particularly in derivative pricing, risk management, and sustainable finance. CHASSAGNEUX has developed novel numerical methods for solving complex financial models, including probabilistic approaches to non-linear partial differential equations and advanced techniques for hedging problems.
His publication record demonstrates consistent contributions to top journals in mathematics and finance, with a recent focus on sustainable finance applications including carbon markets and impact investing. His collaborative work with researchers like D. Crisan, G. Pagès, and A. Richou has significantly advanced the field of probabilistic numerical methods for financial engineering.
As an educator, CHASSAGNEUX teaches advanced courses in Financial Mathematics (APM_4FI02_AE) and Numerical Methods in Financial Engineering (APM_5FI10_AE), training the next generation of quantitative finance professionals. His teaching combines theoretical foundations with practical computational techniques essential for modern financial engineering.
