Title/Position: Professeur des Universités / Professor
Department: Sorbonne Université/ Sorbonne University
Specialties: Mathematical finance and insurance, Partial differential equations (viscosity sense), Stochastic analysis, Stochastic optimization, Numerical probability.

Faculty Bio

Idris Kharroubi graduated from ENSAE in 2006. From 2005 to 2007, he was also student at Ecole Normale Supérieure de Cachan. He received his MSc in random modeling and his PhD in Applied Mathematics from University Paris Diderot (renamed University of Paris) respectively in 2006 and 2009. From 2009 to 2010 he held a post-doctoral researcher position at ETH Zurich. The, he moved to Paris Dauphine University where he held a Maître de Conférences position between 2010 and 2017. From 2017, he holds the position of Professor of Applied Mathematics at Sorbonne University (formerly Pierre et Marie Curie University).


Enseignant Identifiant Intitulé Instructor Heures de TD Jours Heures de cours Crédits ECTS Modalité examen
Idris KHARROUBI MS316 Introduction to mathematical finance - MS KHARROUBI Idris 0 24 1.25