Education
Nov 2010: PhD in Mathematics, Imperial
College, London
Topic: Implied volatility asymptotics in affine stochastic volatility models with jumps.
Supervisor : Dr A. Mijatović
Jan-June 2008:
Department of Mathematics, Evry University, France
Topic: Functional analysis
applied to risk measures on Lp spaces. Supervisor: Professor M. Jeanblanc
6-month Exchange Grant from
the European Science Foundation (A.Ma.Me.F)
2007: MPhil in Mathematics, Birkbeck
College, University of
London
Topic: Application of
semigroup theory and spectral methods to stochastic volatility asymptotics. Supervisors: Professor R. Brummelhuis and Dr Á. Cartea
2006: Diploma in
Actuarial Science, Institute of Statistics (ISUP), University of Paris VI-Jussieu, France
2005: MSc. in Econometrics and Finance, University of Paris X-Nanterre, France
Thesis: Pricing and hedging variance and volatility swaps. Supervisor: Professor J.L. Prigent
2005: ESSEC Business
School, France
Major in Financial mathematics
and Actuarial science.