ABSTRACT

Sofiane Aboura is an assistant professor of finance at the University of Paris IXDauphine, France where he teaches fixed income, derivatives, and corporate finance at the masters level and in the MBA program. He studied economics and obtained his PhD in finance at the ESSEC Business School, Paris, France. After having worked as a trader in an international bank, he joined the University of Paris X-Nanterre, France and served as professor in various other French institutions. His main research interests lie in the area of option pricing and risk management. He has published in academic journals (European Journal of Political Economy, Applied Economics Letters, etc.) and in various French financial books (Economica, Publibook, etc.).