Master’s Degree in Mathematics, Mention Très Bien University Pierre et Marie Curie
Master’s Degree in Atomic and Nuclear Physics, Mention Très Bien 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