Professor level 2

Habilitation à Diriger des Recherches

Quantitative Finance & Economics


Professor of Finance and Insurance, I have developed expertise in all of the fields of valuation and risk management. I am specifically interest in derivatives products, portfolio management, risks computation, the valuation of life insurance contracts, and more generally in mathematical economics.
I have published several books and more than thirty research articles on these topics.
My work has received eight awards, most of them international.

Habilitation à Diriger des Recherches
  • 2003: Ph.D. in Management Science
  • Master in Financial and Actuarial Studies
2020 - Now: Professor Level 2, emlyon business school
  • 2007 - 2020: Professor Level 1, emlyon business school
  • 2004 - 2007: Associate Professor, emlyon business school