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Lyon May 28 - 31 2013: The International Financial Research Community Meets at EMLYON Business School


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EMLYON

21 May, 2013, 07:00 GMT

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LYON, France, May 21, 2013 /PRNewswire/ --

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.

About CEFRA

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.

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