I am a specialist in financial modeling. I develop methods for asset valuation, pricing, hedging and assessment of risk of derivatives, particularly for interest rate products.
A part of my work is devoted to credit risk. My recent research focuses on application of financial theory to life insurance.
I have published several books and many articles in scientific journals such as Insurance Mathematics and Economics, The Geneva Review on Risk and Insurance, Journal of Economic Dynamics and Control, Journal of Derivatives, Finance.
I headed the laboratory of actuarial and financial sciences of Isfa (Université Lyon 1) and am now President of the French Finance Association. I am also the Director of the Center For Financial Risks Analysis (CEFRA).
Studies in applied mathematics at University Pierre & Marie Curie (Paris VI)
- 1988: Bachelor, Master and PhD. Iobtained a Doctorat d'Etat (Highest degree delivered by French universities known to-day as HdR), from University Lyon 1
2007 - Now: Professeur Niveau 2, emlyon business school
- Teaching, Research and Administration in several universities: Ecole Normale Supérieure de Cachan, Paris VI university, Paris IX university, Aix-Marseille III University, Lyon 1 University
- 2008 - 2012: Member of the National Council of Universities