Nabil Kahale

Biography

Nabil Kahalé graduated in 1987 from Ecole Polytechnique with a Bachelor of Science in Engineering. He received his Ph.D. in theoretical Computer Science from MIT in 1993.

Prior to joining ESCP Europe, Nabil Kahalé has held research positions in theoretical Computer Science and then worked in the fields of Financial Derivatives and Risk Management. His current research concentrates on Risk Management and Financial Derivatives Pricing.

Professor Kahalé has published in Management Science, Mathematical Finance, Risk Magazine, Annals of Applied Probability, Mathematical Programming, and SIAM Journal on Computing, among others. He has done consulting work for banks, and has been a referee to: Combinatorica, Random Structures and Algorithms, Journal of Computer and System Sciences, Journal of Combinatorial Theory, Series B, SIAM Journal on Discrete Mathematics, Discrete Applied Mathematics, IEEE Journal on Selected Areas in Communications, Risk Magazine, Journal of the ACM, Operations Research, Finance and Sochastics, and The French Ministry of Economy and Finance. He has lectured in seminars at various universities including UC Berkeley, Carnegie-Mellon University, Massachusetts Institute of Technology, Princeton University, Rutgers University, Ecole Polytechnique, Stanford University and University of Minnesota.

Research Interest

Topics

• Economics
  
• Financial Engineering
  
• Financial Markets
  
• Quantitative Methods
  

Industries

• Banking
  
• Finance
  

Geographical area

• France