Education
2008-2009: Visiting Scholar at Columbia University
2004-2008: PhD Thesis (EHESS-Paris School of Economics) under the supervision of Prof. Gabrielle Demange
2003-2004: Master APE (ENS-EHESS) under the supervision of Prof. Pierre-Yves Geoffard
2002-2004: ENSAE
1999-2002: Ecole Polytechnique
Publications & Research
Working Papers:
A Macro-Financial Approach to Derivative Volumes (with Xavier Ragot)
Incomplete Markets, Liquidation Risk and the Term Structure of Interest Rates (with Edouard Challe and Xavier Ragot)
Precautionary Savings (with Antoine Bommier and Arnold Chassagnon)
Nelson and Siegel, No-Arbitrage and Risk Premium
Rewards
2008-2009: Cournot full Fellowship
2004-2008: Grant of Barclays Capital funding my PhD thesis.