My areas of research are Market Finance, including optimal portfolio allocation, derivatives valuation and risk management, as well as Quantitative Finance, particularly stochastic and econometric models applied to finance.
Portfolio management
Derivatives
Risk Management
Finance Supply chain
Teaching
Econometrics and statistics for finance
Quantitative Financial and risk management, Master 2 Research in Finance
Options and other derivatives
Time series forecasting
Application of discriminant analysis to credit analysis
Introduction to Quantitative Finance
