Assistant professor in Probability and Mathematical Finance at CMAP, École Polytechnique.
Malliavin calculus, Stochastic analysis, Backward Stochastic Differential Equations and applications in mathematical finance, credit risk, Principal-Agent Problems, stochastic differential games and mean field games.
CMAP, École Polytechnique,
Lecture notes: MAA 305 "Introduction to Stochastic processes", Bachelor program, Ecole Polytechnique.
Route de Saclay,
91128 Palaiseau Cedex, FRANCE