Graduated with a Master of Financial Markets and Risk Evaluation from the University of Toulouse, I have a strong foundation in Economics and Financial Markets, and I leverage programming skills to analyse complex data sets and derive meaningful insights. My GitHub projects reflect a commitment to excellence and innovation in the financial domain.
I hold two blogs: The Signal provides insights into macroeconomic trends and financial markets & FinanceEurope examines EU developments in capital markets.
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01
Exercice that focuses on Asian options, emphasizing geometric average rate call options. It includes deriving an analytical formula and implementing Python functions for pricing via closed-form and Monte Carlo methods. We introduces the control variate method for pricing Asian arithmetic average rate call options.
02
This project estimates how likely markets think peace in Ukraine is, using the prices of two government bonds. One bond has a special "step-up" payment that only happens if peace is reached by 2028. The other bond does not. By comparing the market prices of both bonds and building theoretical prices under war and peace scenarios, we back out a market-implied probability of peace.
03
Using a classic event-study framework, it tracks price dynamics and abnormal returns across multiple asset classes around two key dates: the escalation of Iran-related tensions and the February 2022 launch of Russia’s full-scale war in Ukraine.
The project processes daily euro area fixed‑income and related asset data, constructs event windows, and analyses yield and price behaviour around the shocks to disentangle short‑run dislocations from more persistent repricing in sovereign curves, forwards and selected risk assets.