## Jean-Pierre Fouque

Jean-Pierre Fouque is a well-known probabilist. He received his PhD (1979) from the Pierre et Marie Curie University in Paris, France and was a postdoctoral fellow at Ohio State University. He has held positions in the French National Center for Scientific Research (C.N.R.S.), at the Ecole Polytechnique, and several visiting positions at UC Irvine. After a sabbatical at Stanford University, he joined in 1998 the Department of Mathematics at North Carolina State University where he has started and directed the Financial Mathematics Program. He also served twice as interim department head (Spring 2003 and 2004-2005)

Dr. Fouque's primary research interests are financial mathematics, stochastic processes, stochastic partial differential equations, and waves in random media. He has authored over 60 publications, including the well-known Cambridge University Press book Derivatives in Financial Markets with Stochastic Volatility (joint with G. Papanicolaou and R. Sircar).

On January 1, 2006 Dr. Fouque joined the Department of Statistics and Applied Probability at the University of California at Santa Barbara to create an interdisciplinary Center for Research in Financial Mathematics and Statistics (CRFMS).