Clément Rey

clement dot rey at

Assistant Profesor CMAP in Polytechnique France


Doctor of Ecole Nationale des Ponts et Chaussees

Assistant Professor CMAP - Polytechnique - 2018 - Present.
Membre de la Chaire Stress Test .

Post Doctoral position - 2018 - Optimal control for renewable energies.
under the supervision of Peter Tankov, LPSM / CREST, Paris Diderot / Ensae.

Post Doctoral position - 2016-2017 - Recursive computation of invariant distributions for Feller processes.
under the supervision of Gilles Pagès, LPMA, UPMC, Jussieu, Paris 6.
PhD Thesis - 2012-2015 - High weak order discretization schemes for stochastic differential equation.
under the supervision of Aurélien Alfonsi (CERMICS) and Vlad Bally (LAMA).
funding by project MATHRISK.

Research interests: numerical probabilities, approximation of random processes, stochastic analysis, Malliavin calculus, invariant distributions, financial mathematics, statistics of processes.