François Quittard-pinon
Economics, Finance, Control
Economics, Finance, Control
Emylon Business School
France
Biography
François QUITTARD-PINON PROFESSOR Economics, Finance, Control François Quittard-Pinon is a specialist in financial modeling. He develops methods for asset valuation, pricing, hedging and assessment of risk of derivatives, particularly for interest rate products. A part of his work is devoted to credit risk. His recent research focuses on application of financial theory to life insurance. He has published several books and many articles in scientific journals such as Insurance Mathematics and Econommics, The Geneva Review on Risk and Insurance, Journal of Economic Dynamics and Control, Journal of Derivatives, Finance. He headed the laboratory of actuarial and financial sciences of Isfa (Université Lyon 1) and is now President of the French Finance Association. He is also the Director of the Center For Financial Risks Analysis ( CEFRA).
Research Interest
Financial modeling Debt markets and their products Life insurance products : Equity Index Annuities, Variable Annuities Financial Theory Option theory and its applications