Stéphane Crépey

Profile

Stéphane Crépey holds a PhD in Applied Mathematics from Ecole Polytechnique and INRIA. He is currently Professor at the Mathematics Department of Evry University. He is director of the Master program MSC Financial Engineering of Evry University.

Research

His current research interests are Financial Modeling, Counterparty and Credit Risk, Numerical Finance, as well as connected mathematical topics in the fields of Backward Stochastic Differential Equations and PDEs. Stéphane Crépey also had various consulting activities in the banking and financial engineering sector.