Formation

• Doctorat d'Etat ès Sciences Économiques
• Thèse complémentaire d'agrégation

Expérience professionnelle

• Professeur de Finance, Audencia Nantes Ecole de Management, France
  Cours : Investment and Portfolio Analysis
• Professeur de Finance, Ecole de Management de Rouen, France (2001-2007)
  Cours : Managerial Economics, Financial Econometrics, Capital Markets, Futures and Options Markets, Investment and Portfolio Analysis, Fixed Income Securities, Financial Markets and Institutions
• Co-Responsable de la Majeure "Marchés financiers" (avec le Pr. J. Wu) et Directeur de l'Institut de finance de Rouen
• Chaire de finance du Professeur Reinhard Selten, Otto-von-Guericke Universitaet Magdeburg, Allemagne
  Cours : Portfolio Theory and Investment Analysis, Fixed Income Securities, Capital Markets, North American Financial Institutions and Markets, Derivatives Markets
• Professeur associé, Mc Gill University, Canada

Thèmes de recherche

• Ingénierie financière (financial engineering)
• Basel-2 regulation

Publications

Articles dans des revues

• 2007 “Beyond Basel-2 Simplified Standardized Approach: Credit-Risk Valuation of Short-Term Loan Commitments’. International Review of Financial Analysis.
  
• 2007 “Basel-2 Capital Adequacy: Computing the ‘Fair’ Capital Charge for Loan Commitment ‘True’ Credit Risk” (jointly with J. Wu). International Review of Financial Analysis, 16(1), 1-21.
  
• 2004 “Conditional Expectation Method for Option Valuation by Monte Carlo Simulations” (jointly with B. K. Ma). In The Modern Business Function and Environment, Ed. C. Veloutsou and G.T. Papanikos, The Athens Institute for Education and Research, pp. 123-140 (ISBN-960-88331-9-1).
  
• 2002 "The Stochastic-Volatility American Put Option of Banks’ Credit Line Commitments: Valuation and Policy Implications" (jointly with D. Dufresne). International Review of Financial Analysis, 11 (2), 159-181.
  
• 1990 "Of Dynamic Funding of Financial Intermediaries: The Effect of Credit-Rate Volatility on Savings Deposits". L'Actualité Economique, 66(1), 50-64, (in French).
• 1990 "Valuation of "Capped" Variable Rate Loan Commitments". Journal of Banking and Finance, 14(4), 717-728.
• 1985 "A Geometrical Exposition of the Credit Setting Strategies of the Banking Firm under Loan Rate Uncertainty" (with T.D. Do), Finance, 6(1), 103-119.
• 1985 "Liability Management of Financial Intermediaries in a Dynamic and Uncertain Perspective". European Economic Review, 27(2), 183-200.
• 1982 "A Generalization of the CAPM Based on a Property of the Covariance Operator" (with E. Losq), Journal of Financial and Quantitative Analysis, 17(5), 783-97.
• 1982 "On DFI's Liability Management: Deposit Capacity, Multideposit, and Risk-Efficient Rate-Setting". Journal of Banking and Finance, 6(4), 533-549. 

Autres activités

• Chaire Canadian Studies (Finance), University of Trier, Allemagne (1999)
• Chaire de finance du Prix-Nobel Reinhard-Selten, University of Magdeburg (2005-2006)
• Directeur du programme de PhD de la Faculté de management et représentant pour McGill du programme doctoral conjoint de quatre universités de Montréal, McGill University (juillet 1975 – septembre 1976)
• Directeur de l'Institut de Finance, Rouen Graduate School of Management (2001-2005)