Monique Jeanblanc

Monique Jeanblanc-Picqué (born 1947)[1] is a French mathematician known for her work in mathematical finance; other topics in her research have included control theory and probability theory. She is a professor emerita at the University of Évry Val d'Essonne.[2]

Education and career

Jeanblanc was a student at the Ecole Normale Supérieure de Cachan from 1966 to 1969, when she took a teaching position there. In 1992 she moved to the University of Évry.[2]

Books

Jeanblanc is the author or coauthor of the books including

  • Enlargement of Filtration with Finance in View (with Anna Aksamit, Springer, 2017)[3]
  • Mathematical Methods for Financial Markets (with Marc Yor and Marc Chesney, Springer, 2009)[4]
  • Marchés financiers en temps continu: valorisation et équilibre (with Rose-Anne Dana, Economica, 1998), translated into English as Financial Markets in Continuous Time (Springer, 2003)[5]

Recognition

In 2009, Jeanblanc was made a chevalier in the Legion of Honour.[6]

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gollark: This is hilariously dodecahedral.
gollark: That was sooner than I thought.
gollark: Wow. Huh.
gollark: Wait, is it ACTUALLY negative?

References
  1. Birth year from Library of Congress catalog entry, retrieved 2020-04-22
  2. "Monique Jeanblanc, France", Speaker profiles for 2018 World Congress, Bachelier Finance Society, retrieved 2020-04-22
  3. Reviews of Enlargement of Filtration: Erick Treviño-Aguilar, MR3729407; Pavel Stoynov, Zbl 1397.91003; Thorsten Schmidt (2018), Quantitative Finance, doi:10.1080/14697688.2018.1484945
  4. Reviews of Mathematical Methods for Financial Markets:Jordan M. Stoyanov, Zbl 1205.91003; Olivier Le Courtois (2010), Finance, ; Aleksandar Mijatović (2011), MR2568861
  5. Reviews of Financial Markets in Continuous Time: Martin Schweizer (2003), MR1949437 and Zbl 1014.91043; Thomas S. Y. Ho (September 2004), SIAM Review, JSTOR 20453546
  6. Décret du 31 décembre 2009 portant promotion et nomination (in French), Government of France, retrieved 2020-04-22
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