My research areas span different quantitative topics that are useful to understand the broad universe of financial securities and their related markets as well as the rationale of many corporate decisions in financing, investment, financial risk management, etc. My favorite set of financial assets are bonds and derivative securities such as options and CDS. Derivatives securities are very useful to model and design decisions & tools used by corporations such as structured products, flexible financing devices. Real options allow one to assess investment opportunities and price intangible flexibilities. The understanding of the uses, hedging strategies, valuation models and empirical properties of real data are key to capture the whole picture. I am used to explore real financial data at low and high frequencies and to consider very simple but open questions to solve challenging real-life problems.
Gestion des risques financiers
Options et Produits Dérivés
Finance de Marché
Mots-clés : Quantitative Finance, quantitative methods and models for Finance