Laurence Carassus

Paris-SaclayCentraleSupélec

Laboratoire Mathématiques et Informatique pour la Complexité et les Systèmes

laurence.carassus [at] centralesupelec.fr

Résumé :

  • Graduated from Paris-Dauphine University with a Master's degree in Applied Mathematics and a Master's Degree in Audit, Laurence also holds a PhD in Applied Mathematics from Paris 1 Panthéon-Sorbonne University, prepared at the CREST, and an HDR (Habilitation à Diriger les Recherches) in Applied Mathematics prepared in Paris 7 University.
  • Laurence was associate professor in Paris 7 University, where she took part in the Master 2 Modélisation Aléatoire and she created the Master Ingénierie Statistique et Informatique, de la Finance, de l'Assurance et du Risque. She then joined Deloitte Risk Services as a Manager and was involved in audit and advisory missions in the areas of banking and energy. Back in Paris 7 University, she obtained her HDR and was promoted to professor in the University of Reims, where she managed the Master Statistique pour l’Evaluation et la Prospective. During 4 years, she was Dean of Research at the Ecole Supérieure d'Ingénieurs Léonard de Vinci (ESILV) and co-head of the multidisciplinary De Vinci Research Center (DVRC).
  • From the research point of view, Laurence works in probability applied to finance and mathematical economics, mainly on incomplete markets. She regularly publishes for leading journals such as Mathematics of Operations Research, Annals of Applied Probability or Mathematical Finance. Laurence participates in numerous conferences, is invited to foreign universities and has expertise activities (thesis or HDR juries, selection or HCERES committees, referee for international reviews, etc.).

Mots clés :

  • Probability Mathematics applied to finance and economy

Publications :