Directeur de Recherche CNRS, Laboratoire de Probabilités
et Modeles Aléatoires, Université
Paris VI-VII.
Senior Research Scientist, Centre National de
Recherche Scientifique (France).
Research interests: computational finance, stochastic modeling of financial markets,
Lévy processes and applications,
interest rate
and credit risk modeling, modeling of social networks, ill posed inverse problems.