Nabil Kahalé

Photo 208

Nabil Kahalé is a faculty member at ESCP Europe in Paris. He graduated from Ecole Polytechnique with a B.S. in Engineering in 1987 and received his Ph.D. in theoretical Computer Science from MIT in 1993.


Nabil Kahalé’s current research and teaching address risk management, the pricing of derivative securities, Monte Carlo simulation, and econometrics.


Nabil Kahalé 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, The French Ministry of Economy, Industry and Employment, Finance and Stochastics, Journal of Optimization Theory and Applications.



Contact: or



·         Efficient simulation of high dimensional Gaussian vectors. 2nd IMA Conference on the Mathematical Challenges of Big Data. December 2016.