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Financial and Actuarial Mathematics, Numerical Probability


The team Financial and Actuarial Mathematics, Numerical Probability is part of Probability, Satsitics and Modeling Laboratory , and brings together researchers working on probabilistic and statistical modeling in finance and insurance, the mathematical tools and theories relevant in finance (stochastic analysis and optimization, statistics, partial differential equations, simulation), and on numerical methods in probability (Monte-Carlo, stochastic algorithms, …) with main applications in quantitative finance. It is one of the world's leading research group in this field. For more details, please visit our research topics, or the personal homepages of our members. Our research is disseminated through the preprint series.

Our research programs are conducted within the framework of national or international collaborative networks (Labex, ANR, ACI, AMAMEF, Procope), supported by projects of the Louis Bachelier Institute and Financial Innovation alliance, or in close collaboration with various professional partners from the banking or energetic world through research contracts. For more details, please visit our link here.

The team organizes weekly a workgroup on financial mathematics, numerical probabilities and statistics of processes, and participates in numerous conferences and events related to quantitative finance.

We are involved in the management and teaching of the MSc in Mathematical Finance at Sorbonne Université and Université de Paris, which offer a renowned training in the field, and also lead to PhD studies.


Getting here

  • LPSM-Université de Paris,

Batiment Sophie Germain, 5ème étage, avenue de France, 75013 Paris

  • LPSM-Sorbonne Université,

Campus Pierre et Marie Curie, tour 16-26, 1er et 2ème étage, place Jussieu, 75005 Paris

Postal address

  • LPSM-Université de Paris,

Case courrier 7012, avenue de France, 75205 Paris Cedex 13, France

  • LPSM-Sorbonne Université,

Case Courrier 188, 4 Place Jussieu, 75252 Paris cedex 05, France

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