Deputy Head of the Financial Economics Research Service at Banque de France (DGEI).
November 2006-August 2014: Research Economist at the Banque de France, Economics and Finance Research Center (DGEI)
September-November 2006: Research grant at the Insurance and Finance Department of CREST (Paris); September 2005-August 2006: Assistant Professor of Statistics, CEREMADE, Paris-Dauphine University (France); October 2003-September 2005: CREST scholarship.
PhD in Applied Mathematics (Paris-Dauphine) ; PhD in Economics (Ca' Foscari of Venice) ; Master in Mathematics Applied to Economics and Finance (Paris-Dauphine).
Financial Econometrics, Asset Pricing, Dynamic Term Structure Models.
+33 (0)1 42 92 91 67
Banque de France, 41-1391 DGEI-DEMFI-RECFIN, 75049 Paris Cedex 01, France
Updated on: 06/07/2018 15:03