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.