Academic Vita
Graduate education
- Ecole Normale Supérieure (Section Mathematics)
- Master’s Degree in Mathematics with Honors, University Pierre et Marie Curie
- Master’s Degree in Atomic and Nuclear Physics with Honors, University Pierre et Marie Curie
Doctoral education
- Agrégation de Mathématiques
- Doctorate in Mathematics (Probability Theory), Mention Très Honorable avec les Félicitations du Jury, University Pierre et Marie Curie
- “Contribution à l’Etude des Convergences Stochastiques des Mesures Aléatoires”
- Doctorate in Finance, Mention Très Honorable avec les Félicitations du Jury Université Panthéon-Sorbonne
- “Une Approche Probabiliste de la Structure par Termes des Taux d’Intérêt”
- Habilitation à diriger des Recherches en Finance, University Panthéon-Sorbonne
- Agrégation des Universités en Sciences de Gestion
Positions held
- 2006–present, Professor of Mathematical Finance, Birkbeck, University of London - Director, Commodity Finance Centre
- 2011–present, Research Professor at Johns Hopkins University
- 1996–2006, Professor of Finance at the University Paris Dauphine - Director of DESS 203
- 1993–1996, Professor of Finance at ESSEC Graduate Business School, Chair of the Finance Department
- Summer 1993, Visiting Researcher at ETH, Zurich
- 1988–1992, Head of Research, Caisse des Dépôts, Paris
Editorial activities
- Associate Editor, Journal of Energy Markets
- Associate Editor, Journal of Financial Services Research
- Associate Editor, Journal of Alternative Investments
- Was previously on the editorial board of the Journal of Banking and Finance, Geneva Papers on Insurance, Mathematical Finance, and Applied Mathematical Finance
Books
- “Agricultural Finance: From Crops to Land, Water and Infrastructure”, January 2015, Wiley Finance
- “Risk Management in Commodity Markets: from Shipping to Agriculturals and Energy”, July 2008, Wiley Finance
- “Commodities and Commodity Derivatives: Pricing and Modeling Agricultural, Metals and Energy”, January 2005, Wiley Finance
- Co-editor of “Selected Publications from the Bachelier World Congress, Paris 2000”, Springer Verlag, 2001
- “Weather and Insurance Derivatives” Publisher: RISK Books, 1999
