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Awards and Editorial Activities


  • Member of Honour of the French Society of Actuaries
  • ISA Medal for Sciences - Alma Mater Studiorum of the University of Bologna (2008)
  • Hall of Fame of Energy Risk (2004)
  • President of the Bachelier Finance Society (2000 - 2002) Organizer of the First World Congress of the Bachelier Finance Society College de France (2000) . Keynote Speakers : Paul Samuelson, Robert Merton and Henry McKean
  • First Prize of the AFIR (Actuarial Approach for Financial Risk) Awards (1995)
  • First Prize of the Merrill Lynch Awards in Mathematical Finance (1994)

Editorial activities

  • Associate Editor, Journal of Alternative Investments
  • Associate Editor, Mathematical Finance
  • Associate Editor, Geneva Papers on Insurance
  • Associate Editor, Applied Mathematical Finance
  • Associate Editor, Journal of Energy Markets
  • Associate Editor, Risk and Decision Analysis

Contact details

Phone: +44 (0) 20 7631 6487
Room: 722
Office Hours: email for appointment