LYON, May 21, 2013 /CNW/ - Nearly 300 researchers from around the world
are meeting at EMLYON Business School for the 30th conference of the French Finance Association (AFFI) from May 28 to 31, 2013.
Robert Engle, professor at New York University and winner of the Nobel Prize in
economics in 2003, is one of this year's keynote speakers. He will
address the theme: "Global Financial Stability and Systemic Risk
Today". Jean-Charles Rochet, president of the Econometric Society, will
also be present, along with Yacine Aït-Sahalia and Damiano Brigo,
professors at Princeton and Imperial College, respectively.
François Quittard-Pinon, president of the AFFI, and Olivier Le Courtois,
both professors at EMLYON, are the organisers of this event.
While the papers presented cover all areas of financial research, the
organisers have decided to highlight the theme of financial risk
management: "Back in 2007, i.e. before the subprime crisis, we created
the CEFRA (Center for Financial Risk Analysis), a research centre
dedicated to studying all of the risks that affect the financial and
insurance sectors. The conference will feature a round table dedicated
to this subject with directors in the banking and insurance sectors."
About the organisers
François Quittard-Pinon is a professor of finance in charge of the EMLYON Specialised Master in Quantitative Finance. His specialty is financial modeling, focusing on asset allocation and
derivatives valuation and hedging, in particular for interest rate
instruments. His recent research has been devoted to the application of quantitative methods in life insurance. He has
published several books and many articles in scientific journals. He is
the president of the French Finance Association.
Olivier Le Courtois is a professor of finance and insurance and Director of the Centre for
Financial Risk Analysis (CEFRA) at EMLYON. His expertise focuses in
particular on derivatives valuation, the capitalistic structure of
companies, portfolio management and risk management. He has published
many academic papers. His recent work, "Extreme Financial Risks and
Asset Allocation" co-authored with Christian Walter, is to appear soon at Imperial College Press.
Founded in 2007, CEFRA produces research in the fields of risk management, asset allocation, corporate finance theory, financial economics and contract valuation
(options and insurance products). Risk analysis, especially financial
risk, is the main subject of CEFRA's researchers, whose objective is to stimulate exchanges between corporate finance, market finance, insurance
and risk management. CEFRA organises several research seminars a year.
For further information:
Press contact EMLYON Business School: Valérie Jobard, firstname.lastname@example.org, +33(0)4-78-33-78-29, +33(0)6-07-81-70-02