I am Professor of Mathematics at Université Paris Dauphine - PSL, CEREMADE.
After studying economics and finance, I obtained a PhD in applied mathematics, specializing in the mathematical aspects of risk management. I headed four different master or executive master programs in mathematical finance and I am part of several international organizations and editorial boards of this field of applied mathematics.
My research and teaching cover a wide spectrum, including asset pricing and risk management, analysis of probabilistic numerical methods, stochastic processes, stochastic optimal control, and modeling of real-life problems in collaboration with the industry.
I am currently President of Université Paris Dauphine - PSL.