The Natixis Foundation for Research & Innovation awards grants to Ph.D students and provides funding to university research projects.
The Foundation regularly reaches out to Ph.D programs, business schools and the directors of Master's programs and allocates doctoral grants: either full funding over a three-year period, or funding complement to complete a Ph.D thesis.
Conditions for complementary research funding
The Natixis Foundation for Research & Innovation also funds research projects and events in the quantitative research field.
Thesis topic: "Clearing houses: XVA Analysis, Risk Measures and Applications to Centrally Cleared Trading"
Supervised by Professor Rama Cont of Pierre and Marie Curie University, Paris VI
Thesis topic: "Non-anticipative functional calculus and applications to stochastic processes"
|2014||Chau Ngoc Huy
Supervised by Professor Peter Tankov of Paris Diderot University, Paris VII
Thesis topic: "Value of information in financial markets and applications to study hedging strategies in financial markets using arbitrage"
Supervised by Professor Emmanuel Gobet of École Polytechnique
Thesis topic: "Statistical inference of Ornstein-Uhlenbeck processes: generation of stochastic graphs, sparsity, applications in finance"
Supervised by Professor Jean-François Chassagneux of Imperial College London
Thesis topic: "Risk Management in Pension Funds: Portfolio Optimisation under a Dynamic Solvency Constraint in Probability"
Supervised by Professor Aurélien Alfonsi CERMICS ParisTech and University Paris-Est Marne-la-Vallée research lab, half-grant
Thesis topic: "Market impact and limit order book"
Supervised by Professor Rama Cont, Research Director at CNRS and at the Probabilities, Statistics and Modelling Laboratory at Pierre and Marie Curie University, Paris VI
Thesis topic: "Mathematical Modelling of Financial Contagion, defended in 2011"