Emmanuel GOBET - Personal Web Page


I am a Professor of Mathematics at Grenoble Institute of Technology - Ensimag and member of Laboratoire Jean Kuntzmann (LJK).

Responsibilities:
  • co-director of the Financial Engineering master program at Ensimag.
  • scientific leader of the MathFi team.

Main research topics:
  • Financial mathematics
  • Computational finance
  • Probabilistic approximations
  • Monte Carlo simulations
  • Malliavin calculus
  • Statistics for stochastic processes