Grants and complementary funding
The Natixis Foundation for Research & Innovation awards grants to Ph.D students and funds university research work.
Conditions for Ph.D grants
The Foundation regularly reaches out to Ph.D schools, management schools and Master supervisors to launch tender bids. The Scientific Council considers the applications and makes its decision, following which the Foundation awards a full three-year grant to a Ph.D student in the amount of €100,000 spread out over three years, i.e., either by awarding one or two half-grants, or else it provides grants for Ph.D students to complete their thesis.
Conditions for complementary research funding
The Natixis Foundation for Research & Innovation also funds research work and events in the quantitative research field. Maximum funding is set at €10,000.
- 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.