Education
University of Toulouse 1
Ph.D in Financial Economics, March 2013 (Highest Distinction).
Thesis: Systemic risk measures, financial stability and macro-prudential policy.
Supervisor: Professor Jean-Charles Rochet
Committee: J. Suarez, C. Perignon, JC. Rochet, C. Casamatta, L. Clerc
Toulouse School of Economics – With Honor
M.sc. (DEA), June 2009. Major in Quantitative Finance - Director: Pr. JC. Rochet.
·Stochastic calculus, Black-Scholes Merton methodology, stochastic and deterministic optimal control, fixed income models, Monte-Carlo Simulation and binomial models, advanced numerical methods for path dependent options, finite difference methods, static optimization, calculus of variation, application to contract theory.
·Arbitrage theory, portfolio choice, C-CAPM, CAPM, risk management, market microstructure.
·Corporate finance, microeconomics, financial econometrics.
Master's Thesis: Fixed income and the Risk Management Supervisor: Pr. JC. Rochet