My area of research is in Probability, Mathematical Finance and Discrete Mathematics. I did my Ph.D. in Applied Mathematics at École Normale Supérieure – INRIA in Paris and served as a Postdoctoral Research Fellow at the Swiss Finance Institute at EPFL. Prior to my Ph.D., I earned a Master degree in Probability and Finance from Paris VI University and a B.Sc. degree in Applied Mathematics and Computer Science from École Polytechnique.
My Ph.D. thesis concerned epidemics and percolation in random networks. We also introduced a mathematical framework for understanding systemic risk and financial stability via network analysis and tools drawn from percolation and random graph theory. I have published articles in international journals such as Annals of Applied Probability, Mathematical Finance, Journal of Applied Probability, Journal of Statistical Physics, SIAM Journal on Discrete Mathematics, Electronic Journal of Combinatorics and Operations Research among others. My current research focuses on stochastic systems, complex networks, percolation theory and mathematical modeling in finance. In particular, I am interested how probability theory can lead to better understanding of the banks' impact on the financial system and better management of the risks. In my free time, I like photography, travel and to play soccer. I am also an avid movie goer!
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