A former pupil of the Lycée Saint-Jean de Passy, Adèle Migozzi completed a PC-SI preparatory course followed by a PC preparatory course at the Lycée Stanislas before joining ENSTA’s general engineering programme in September 2024. In her second year, she chose to specialise in Applied Mathematics, with a Quantitative Finance specialisation.
During her second year at ENSTA, Adèle Migozzi, like all students, undertook a research project. Hers took place at the Cryptocurrency Research Laboratory at Imperial College London, under the supervision of William Knottenbelt, Professor of Applied Quantitative Analysis.
The aim of this research project was to explore so-called perpetual options in the cryptocurrency market by attempting to derive an analytical pricing formula for a perpetual option with a floating strike price.
It was the result of this work that Adèle Migozzi submitted for consideration by the jury of the Maryam Mirzakhani Junior Prize, comprising the director of the Jacques Hadamard Mathematical Foundation, Pascal Massart, and a panel of established mathematicians.
Adèle Migozzi hesitated for a long time before submitting this project to the jury, but finally took the plunge, inspired by Nour Gaaloul, a third-year student who herself received an honour at the previous edition.
Once she has her degree, Adèle Migozzi hopes to work in a finance research and development centre.