PhD Students
PhD STUDENTS
- Oliwia Koslowska : Missing Data in Commodities - The Case of Oil Refined Products - Patrick O’Driscoll : Crude Oil, Refined Products and Refinery Optimization using Stochastic Methods - Seth Sarfo : Stochastic Modelling of the Forward Curve - The Case of Cocoa - Matthias Scheiber : Impact of Heterogeneous Beliefs on the Copper Market - Will Smith : Fundamentals factors affecting commodity price and volatility : inventory and spare capacity - Lovjit Thukral : High Frequency Trading in Commodities - Pedro Vergel : Agricultural Commodities and Fertilizers. Introducing Subsidies in the Equilibrium
PAST PhD STUDENTS
Benoit Guilleminot - 2010 : Seasonal and Stochastic Features of Agricultural Commodities Yih-Fong Shih - 2010 : Calibrating Skews and Volatility Surfaces in Metals and Gold markets John Theal - 2009 : Convenience Yield, Lease Rate and Inventories in Gold Markets Stelios Kourouvakalis - 2008 : Optimization of Physical Assets in the Energy Industry Marc Atlan - 2007 : Sato and Bessel Processes For Equity, Interest Rates and Credit Steve Ohana - 2006 : Energy Commodities : Supply Chain Management and Hedging Issues Delia Coculescu - 2005 : Pricing Credit Derivatives under Asymmetric Information Alois Kanyinda - 2005 : Water and Water Risk Management Aymeric Kalife - 2004 : Impact of a large trader on the market microstructure and option pricing Marie-Pascale Leonardi - 2004 : Weather Derivatives : Pricing in Incomplete Markets Vu-Naht Nguyen - 2004 : Commodity Forward Curves Modelling : the Case of Soybeans Cecile Kharoubi - 2003 : Hedge Funds and Extreme Market Moves : the Benefits of Copulas Andrea Roncoroni - 2002 : Electricity Prices Revisited : a Jump-Reverting model Thierry Ane - 2001 : Stochastic Subordination and Empirical Finance Jean-Noel Dordain - 1999 : Valuation of Swing Options in Electricity and Natural Gas Markets Nassim Taleb - 1998 : The Microstructure of Dynamic Hedging Remy Souveton - 1996 : Illiquidity and The Probability of Default of an Exchange Marie-Odile Albizzati - 1995 : The Surrender Option in Life-Insurance Products Jacques Friggit - 1994 : Business Time and Stochastic Volatility in Equity Markets | 
