Eric ANDRE

Eric ANDRE ASSISTANT PROFESSOR OF ACCOUNTING & FINANCE

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. RESEARCH INTEREST Decision under risk and ambiguity. Financial markets and asset pricing. Intertemporal asset pricing. Risk measures.

Portfolio Theory.

PUBLICATIONS ACADEMIC ARTICLES (2)

‑ André, Eric. 2016. Crisp monetary acts in multiple-priors models of decision under ambiguity. Journal of Mathematical Economics, 67: 153-161 p.

‑ André, Eric. 2014. Optimal portfolio with vector expected utility. Mathematical Social Sciences, 69: 50-62 P.

Eric ANDRE 会计金融学副教授

他的研究兴趣集中在模糊选择模型在金融市场中的应用和金融风险管理。

教育背景

• 2014: 经济学博士, 艾克斯马塞大学

• 2010: 经济学硕士, 艾克斯马塞大学

• 1996: 工程师学位, 巴黎中央理工学院

• 证书: FSA (英国金融服务局) 工作经历

• 2010-2015: 讲师及研究员，艾克斯马塞大学

• 2005-2009: 汇丰银行，伦敦，英国，全球结构性利率产品部门副全球主管，负责设在伦敦的利率期权和结构性产品交易柜台

• 2003-2005: 西德意志银行，伦敦，英国，欧元利率期权交易部门负责人

• 2000-2003: 法国农业信贷银行，巴黎，法国，纽约，美国，利率结构化产品交易员，美元利率期权交易员

• 1997-2000: 法国商业信贷，巴黎，法国，欧元利率结构化产品交易员 专业领域

• 风险和模糊下的决策理论。

• 随机微积分，凸分析，泛函分析。

• 衍生产品(期权和结构性产品):估值和投资组合管理。

研究领域

在风险和不确定性下做出决策，金融市场和资产定价，跨时期的资产定价，风险的措施，投资组合理论 期刊发表 学术论文（两篇）

‑ André, Eric. 2016. Crisp monetary acts in multiple-priors models of decision under ambiguity. Journal of Mathematical Economics, 67: 153-161 p.

‑ André, Eric. 2014. Optimal portfolio with vector expected utility. Mathematical Social Sciences, 69: 50-62 P.