About me

I’m currently a (full) professor of finance at IÉSEG School of Management since September 2011. Before joining IESEG, I was professor of quantitative finance in the department of financial engineering of ESILV Graduate School of Engineering where I have been  deputy head of the  department during several years. During all these years,  my research activity in terms of production was moderate (to say the least) but managing a new department and teaching various new courses was very exciting and a natural vehicle to learn a lot of things. If research can be useful for teaching, I also  believe that teaching at a graduate level is also  useful for research, especially when the subject taught is a hot topic. During this period, I was also the co-organizer (with Rama Cont) of the Petits déjeuners de la finance, a monthly seminar organized in Paris by Frontiers in Finance, a non profit association aimed at the diffusion of quantitative methods in risk management, for an audience of quants and academic researchers.

From an academic point of view, I  hold a PHD and the (French)  “Habilitation à diriger des recherches” in Economics. The subject of my PHD (completely unrelated to finance) was on  learning and self-organization processes  and my HDR was a mix of my research in Economics and Finance. I do  research in Economics and Finance.

Keyvan Kiani, who  did his PhD under my supervision, is currently an assistant professor in finance at emlyon. The subject of his PhD, that he defended on October, 2022, focused on a game theoretical approach to banks stress tests and macroprudential regulation. We have written together a number of papers on the subject.