Since August 2020, I am a Professor of Mathematics at ETH Zürich. Prior to that, I was an Assistant Professor in the IEOR department at Columbia University from 2017 to 2020, and an Assistant Professor at Université Paris Dauphine (CEREMADE), from 2012 to 2017. More details can be found on my CV. You can also visit my Google Scholar, ArXiv, HAL, and Orcid pages.
Research Interests :
Stochastic analysis, backward stochastic differential equations, risk measures theory, model uncertainty, robust finance, stochastic control, contract theory, principal-agent problems, moral hazard, adverse selection, Malliavin calculus, transaction costs.
Contact Information :
ETH Zürich, Department of Mathematics
Rämistrasse 101, 8092 Zurich, Switzerland
Office: HG G67.2
Phone: +41 44 632 2884