Education

• PhD in Mathematics 2014, University of Rouen, France. Thesis title: Approximate hedging with transaction costs in stochastic volatility models. Supervisor: Prof. Serguei Pergamenshchikov

• Msc in Probability and Statistics 2007, University of Natural Sciences, National University HCM City, Vietnam. 

• Bachelor in Mathematics 2003, University of Pedagogy HCM City, Vietnam.

Experience

• 2015-2019: Postdoctoral researcher at the Institute of Insurance Science, University of Ulm, Germany

• 2013 - 2015:  Assistant Professor (ATER), University of Rouen, France

• 2003 – 10/2010: Lecturer position, University of Economics, HCM City Vietnam.

Affiliation 

• Chaire de leadership en enseignement en gestion actuarielles des risques d’actifs-Caisse de dépôt et placement du Québec (liens www.ulaval.ca/fileadmin/ulaval_ca/Documents/les-etudes/Fiche-CLE-Gestion-risques-actifs-Caisse-depot-VFinale.pdf )

• Société d'assurances et de mathématiques financières de l’Allemagne (https://aktuar.de/ueber-uns/dgvfm/Seiten/default.aspx)

• Member of the Centre Interdisciplinaire en Modélisation Mathématique de l’Université Laval

Editorial service:  Associate Editor of Mathematical Methods of Operations Research (2024-)

Journal referee:  Journal of Finance and Banking, AMS Mathematics Reviews, Insurance: Mathematics and Economics, International Review of Economics and Finance, European Journal of Finance, SIAM Journal on Control and Optimization, SIAM Journal on Financial Mathematics, European Journal of Operation Research, Mathematical Analysis and Applications, Journal of Multivariate Analysis, Mathematical Methods of Operations Research, ASTIN Bulletin, Optimization, Global Finance Journal, Operational Research, North American Journal of Economics and Finance,...