École Polytechnique · Applied Mathematics

Mathematics
with memory.

I am Eduardo Abi Jaber, Professor of Applied Mathematics at École Polytechnique, in the Mathematical Finance group at CMAP.

My research develops the mathematics of stochastic systems with memory, from probabilistic foundations to models and methods for quantitative finance, energy markets and machine learning.

I enjoy building a research group and developing ideas together with doctoral students, postdoctoral researchers and collaborators.

I defended my Habilitation à Diriger des Recherches in 2024 and my PhD thesis in 2018.

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Volterra processes

Path signatures & learning

Mathematical Finance

Volatility Modeling

Current teaching

Stochastic Modelling and DerivativesM2 Probabilités et Finance · École Polytechnique & Sorbonne Université
Quantitative Finance: Models, Data & LearningÉcole Polytechnique · 3A
Memory in Quantitative Finance: Volterra Processes and Path SignaturesM2 Probabilités et Finance · École Polytechnique & Sorbonne Université
Data ChallengeM2 Probabilités et Finance · École Polytechnique & Sorbonne Université

Academic service

I serve as Associate Editor for Mathematical Finance, Finance and Stochastics and International Journal of Theoretical and Applied Finance, since 2026.

Awards

AMIES PhD Award, best PhD in applied mathematics in collaboration with industry, 2019.
Bachelier Finance Society Junior Scholar Award, most outstanding paper, 2018.