Agnès Sulem studied at the Paris 6 University and obtained her Ph.D. degree in mathematics and the Habilitation at Paris Dauphine University. She is a Researcher at INRIA, the French National Institute for Research in Computer Science and Control, and the research center of Paris-Rocquencourt. Moreover, she teaches in the doctoral program at Paris Dauphine University. Sulem leads the research group in financial mathematics "Mathfi" at INRIA that she founded in 2000 (http://wwwrocq.inria.fr/mathfi/). She is also leading a consortium dedicated to the development of the Premia software for pricing financial derivatives (http://www.premia.fr). Sulem's main fields of research are stochastic control, numerical and stochastic analysis, and mathematical finance. Sulem is the author of 2 books and about 60 articles. She has been advising 10 Ph.D. theses.
Biography Updated on 23 January 2011