Education

• Ph.D., Financial Mathematics

  Ecole des Ponts ParisTech, Cermics (2024-2027)

• M.S., Applied Mathematics

  CentraleSupélec (2024)

• M.S., Financial Mathematics

  Université Paris-Cité, M2MO Master (2024)

• B.S., Sciences

  CentraleSupélec (2022)

PhD Project

This research aims to develop methods for calibrating asset models, where volatility depends solely on the asset’s historical behavior, on vanilla option prices. These models are called PDV model. The objective is to create a model that not only accurately reproduces the prices of vanilla options but also captures the joint dynamics of the asset price and volatility. By doing so, this approach would enhance the pricing and hedging of more complex options.

Technical Skills: Python, SQL, MATLAB

Hobbies: Sport