Grants and supplementary funding
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.
- 2017 grant
Yannick Armenti, supervised by Stéphane Crépey of Evry University – Paris Saclay
Thesis topic: Clearing houses: XVA Analysis, Risk Measures and Applications to Centrally Cleared Trading
- 2016 grant
Yi Lu, 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 grant
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
Gustaw Matulewicz, supervised by Professor Emmanuel Gobet of École Polytechnique
Thesis topic: Statistical inference of Ornstein-Uhlenbeck processes: generation of stochastic graphs, sparsity, applications in finance
- 2013 grant
Géraldine Bouveret, 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
- 2012 grant
Pierre Blanc, 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
- 2008 grant
Andréea Minca, 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
Andréea Minca is currently Professor at Cornell University in the US.