Dr Géraldine Bouveret is a Postdoctoral Research Associate at the Sustainable Finance Programme at the Oxford Smith School. She specialises in Risk Modelling, Asset Pricing and Stochastic Analysis.
Prior to joining the Sustainable Finance Programme, Dr Bouveret submitted her PhD in Mathematics at Imperial College London. The thesis aimed at developing the mathematical theory together with numerical methods for a model of portfolio optimization under a solvency constraint prevailing either at each deterministic time (valuation date) or continuously in time with a given probability.
She also holds a Master Degree in Finance from ESSEC Business School and a Master Degree in Mathematics from Université Paris Dauphine and ENSAE ParisTech.
Alongside her academic credentials Dr Bouveret has also built a sound professional experience of several years, cumulated in both the investment banking and insurance sectors, during which she has successfully conducted various research projects in Financial Economics and Risk Modelling.