Eric Andre

Eric ANDRÉ is Assistant Professor of Finance at EMLYON Business School. His research interests focus on applications of models of choice under ambiguity to financial markets and on the management of financial risks.

EDUCATION

• 2014: PhD in Economics, Aix-Marseille University, France.

• 2010: Msc in Economics, Aix-Marseille University, France.

• 1996: Engineer's degree, École Centrale Paris, France.

• Certification: FSA (Financial Services Authority, UK).

EXPERIENCE

• 2010-2015: Lecturer and Research Fellow at Aix-Marseille University, France.

• 2005-2009: HSBC Bank plc, London, UK. Deputy to the global head of the Global Structured Rates Products department, in charge of the interest rate options and structured products trading desks based in London.

• 2003-2005: WestLB AG, London, UK. Head of the euro interest rate options trading desk.

• 2000-2003: Crédit Agricole Indosuez, Paris, France and New-York, USA. Interest rate structured products trader, then USD interest rate options trader.

• 1997-2000: Crédit Commercial de France, Paris, France. EUR interest rate structured products trader.

EXPERTISE

• Decision Theory under Risk and Ambiguity.

• Stochastic Calculus, Convex Analysis, Functional Analysis.

• Derivatives products (options and structured products): valuation and portfolio management.

COURSES TAUGHT

• Grande École Program: Portfolio Management, Derivatives.

• Specialised Master Quantitative Finance: Mathematics for finance, Time Series, Quantitative Risk Management.

RESEARCH INTEREST

Decision under risk and ambiguity. Financial markets and asset pricing. Intertemporal asset pricing. Risk measures. Portfolio Theory.