June 1993
Secondary school diploma granting university admission, with specialization in Math and Physics, passed with first class honours (Baccalauréat série C, mention très Bien)
1993 to1995
Nation-wide post secondary program leading up to competitive admission examinations to french engineering schools (Classes préparatoires aux Grandes Ecoles scientifiques, section M')
1995 to 1998
Masters of Science in financial engineering from the ENSIMAG (French engineering school in computer science & applied maths) part of the INPG (Polytechnic Institute of Grenoble), passed with honors
(Elève-ingénieur à l'Ecole Nationale Supérieure d'Informatique et de Mathématiques Appliquées)
- Majors :
- Computer Science
Object programming languages, database, artificial intelligence.
- Financial mathematics
Stochastic Calculus, option pricing, term structure models
Sep 97 to Sep 98
DEA (Advanced research degree) in Finance from the IAE (Grenoble School of Management - France)
March 99 to Nov 01
Ph.D. in mathematical finance, Actuarial Studies at UNSW, Sydney
Dynamic Portfolio Optimization and Asset Pricing
Martingale Methods and Probability Distortion Functions
- Ph.D. Thesis Abstract
- Three examiners from the USA and Canada unconditionally approved the thesis: Stanley R. Pliska, Harry Panjer and Shaun Wang.
- Degree certificate
ACHIEVEMENT: My Ph.D. was a successful intellectual adventure. Besides an excellent research record demonstrated by seven conference presentations, two papers submitted for publication and one working paper with a Ph.D. thesis completed in less than three years, I designed an application called Asset Price Generator as part of a financial engineering job with an actuarial software company in Sydney. A part of my time was also devoted to tutoring probability and statistics and stochastic modeling for actuarial students. I also took up seven courses, of which finance theory (at AGSM), credit risk modeling (with Marek Rutkowski), commodity and energy risk pricing, stochastic processes and stochastic differential equations passed with high distinction.