Age, Biography and Wiki
Nizar Touzi was born on 1968 in Tunisia, is a French-Tunisian mathematician. Discover Nizar Touzi's Biography, Age, Height, Physical Stats, Dating/Affairs, Family and career updates. Learn How rich is he in this year and how he spends money? Also learn how he earned most of networth at the age of 56 years old?
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| Age |
56 years old |
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| Born |
1968, 1968 |
| Birthday |
1968 |
| Birthplace |
Tunisia |
| Nationality |
Tunisia
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We recommend you to check the complete list of Famous People born on 1968.
He is a member of famous mathematician with the age 56 years old group.
Nizar Touzi Height, Weight & Measurements
At 56 years old, Nizar Touzi height not available right now. We will update Nizar Touzi's Height, weight, Body Measurements, Eye Color, Hair Color, Shoe & Dress size soon as possible.
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Not Available |
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Not Available |
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Not Available |
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Not Available |
Dating & Relationship status
He is currently single. He is not dating anyone. We don't have much information about He's past relationship and any previous engaged. According to our Database, He has no children.
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Nizar Touzi Net Worth
His net worth has been growing significantly in 2023-2024. So, how much is Nizar Touzi worth at the age of 56 years old? Nizar Touzi’s income source is mostly from being a successful mathematician. He is from Tunisia. We have estimated Nizar Touzi's net worth, money, salary, income, and assets.
| Net Worth in 2024 |
$1 Million - $5 Million |
| Salary in 2024 |
Under Review |
| Net Worth in 2023 |
Pending |
| Salary in 2023 |
Under Review |
| House |
Not Available |
| Cars |
Not Available |
| Source of Income |
mathematician |
Nizar Touzi Social Network
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Timeline
Nizar Touzi (born 1968 in Tunisia) is a Tunisian-French mathematician.
He is a professor of applied mathematics at École polytechnique.
His research focuses on analysis, statistics and algebra.
He is being known for publications on optimization and stochastic control.
He began his post-doctoral studies at the University of Chicago, doing such from October 1993 to May 1994.
Touzi completed his PhD in Applied Mathematics at the Paris Dauphine University under Éric Michel Renault in January 1994.
Touzi began his academic career as an assistant professor at this same institution in September 1994.
After this, he had an HDR at his alma mater, Paris Dauphine University, in January 1999.
He worked there for five years before becoming a professor of applied mathematics at Pantheone-Sorbonne University in Paris in September 1999.
Touzi’s most cited work, Applications of Malliavin Calculus to Monte Carlo Methods in Finance, was published right before this career change in August 1999.
In 2001, Touzi transitioned to the Center for Research in Economics and Statistics to continue teaching applied mathematics.
Along with teaching, he also co-led the Finance and Insurance Laboratory at CREST.
Between 2001 and 2005, Touzi was an invited professor at multiple institutions, including the University of British Columbia, Princeton University, and the Center for Interuniversity Research and Analysis of Organizations.
In September 2005, Touzi accepted a new position as the Chair in Mathematical Finance at the Tanaka Business School of Imperial College London.
He worked at the Tanaka Business School for almost a year before holding his most recent and current position as a professor of applied mathematics at École polytechnique.
He was also the head of the Department of Applied Mathematics at École polytechnique from September 2014 to August 2017.
Touzi's most cited paper, Applications of Malliavin Calculus to Monte Carlo methods in finance, co-authored by Eric Fournié, Jean-Michel Lasry, Jérôme Lebuchoux and Pierre-Louis Lions, describes an original probabilistic method to compute option contract Greeks: delta, gamma, theta, and vega.
The method is derived from the formula for integration-by-parts and uses principles from Malliavin calculus.
Their approach, when computed on standard European option contracts and compared to results yielded from the Monte Carlo method, happens to be more efficient.
This paper had a significant impact in the world of mathematical finance, as previous option contract pricing models were based around the Black-Scholes model and Monte Carlo simulations.
