I am a PhD student at CREST (Center of Research in Statistics and Economics), a joint research laboratory of ENSAE Paris and Ecole Polytechnique in Palaiseau (France), in the finance pole, under the supervision of Peter Tankov and Christian-Yann Robert.
My PhD is in quantitative finance, specialized on modelling climate risks in finance.
My focus is mainly on modelling financing and abating decisions of financial and non-financial companies in a context of uncertainty and opacity about climate policies.
I use tools of financial mathematics and theoretical economics such as stochastic control, game theory and asset equilibrium pricing.
My PhD started in January 2021. My PhD defence is planned for September 2024.
Before my PhD, I have received a hybrid training between applied mathematics, quantitative finance and economics. I studied at ENSAE Paris, an engineering school in statistics and economics, in which I specialized in quantitative finance. I also did the M2 of quantitative finance "M2MO/Laure Elie" of Université Paris Cité, formerly Université Paris Diderot. Before, I did a "classe préparatoire B/L" (Literature and social sciences), a demanding and intensive multidisciplinary training in maths, social sciences and humanities, specific to French school system.
Teaching assistant at ENSAE Paris:
Maths courses:
Introduction to Probability theory (30h) to undergraduate students (L3)
Introduction to stochastic processes (15h) to graduate students (M1)
Mathematical finance courses:
Introduction to mathematical finance (12h) to graduate students (M1)
Pricing and hedging of financial derivatives (10h) to graduate students (M2)
Insurance course:
Introduction to Risk Theory (6h) to graduate students (M1)