I am an Assistant Professor in the Department of Mathematics, NUS. I got my PhD in Applied Mathematics from CMAP, Ecole Polytechnique. My thesis subject is Model Uncertainty in Finance and Second Order Backward Stochastic Differential Equations.
Ph.D. in Applied Mathematics Centre, 2012
Paris Graduate School of Economics, Statistics and Finance, 2009
MSc. Mathematics for Insurance, Economics and Finance, 2009
University of Paris 9 Dauphine
Diplôme de Grande Ecole and Master’s Degree in Engineering, Ecole Polytechnique Specialized in Applied Mathematics and Economics, 2009