Textbooks & Professional Reports
Sebastien is a very reliable and trustworthy expert in equity derivatives and finance. He has the ideal profile for structuring, combining two rare qualities: a strong business sense together with an excellent technical background. He quickly distinguished himself at JPMorgan by assimilating concepts at a fast pace while designing innovative products, including very innovative hybrid transaction or his fundamental work on new generation flow equity derivatives. His papers on Variance and Correlation Swaps made a definitive impact on the profession by bridging the gap between advanced theory and its implications for trading in a very accessible way.
— Martin Bertsch, CEO of Kledia, former Managing Director at J.P. Morgan
Université Paris-Saclay
"Founded in 1996 by an exceptional team of educators, the University of
Chicago’s Financial Mathematics Program has had the honor of shaping
some of the brightest minds in the financial industry today. A pioneer
in its field, the Program offers 15 months of accelerated, integrated
coursework that explores the deep-rooted relationship that exists
between theoretical and applied mathematics and the ever-evolving world
of finance. Our mission is to equip our students with a solid foundation in mathematics, and in doing so provide them with practical knowledge that they can successfully apply to complicated financial models."
"HEC Paris has constantly been ranked the best business school in France, and among the top in the world. HEC alumni include 12 CEOs of F500 companies (more than any other business school in the world and third institution after Harvard and Stanford), several heads of states and governments, heads of international organizations, and other prominent figures in politics, business, and the arts."
Activities: HECquation (Founder), HEC Conférences
Sorbonne Université (fmr. Paris 6)