Monique Jeanblanc Explained

Monique Jeanblanc-Picqué (born 1947) 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.

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.

Books

Jeanblanc is the author or coauthor of the books including

• Enlargement of Filtration with Finance in View (with Anna Aksamit, Springer, 2017)
• Mathematical Methods for Financial Markets (with Marc Yor and Marc Chesney, Springer, 2009)
• 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)

Recognition

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

External links

• Home page