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.