Gabriel Turinici works as a Professor of mathematics at Université Paris Dauphine. He is a former student of the Ecole Normale Supérieure, Ulm, Paris, and he received his Ph.D. degree and Habilitation from the Paris 6 (Pierre et Marie Curie) University in the area of numerical analysis; he published over 50 research papers in the general area of numerical analysis, finance, physics, and medicine. His interests lie in the numerical methods for optimization, control, and direct simulations for stochastic or deterministic models. More specifically, his interests in physics and chemistry are in the area of the control of quantum phenomena; in medicine, he is interested in the mathematical modeling of epidemiological dynamics. His interests in finance are in the area of calibration, pricing, and hedging of options on one hand and liquidity modeling (insider trading, replication, and estimation mismatches) on the other hand.
Biography Updated on 13 March 2014