Hayette Gatfaoui
Associate Professor
Economics
IESEG School of Management
France
Biography
Education: 2010 : Habilitation à Diriger des Recherches (HDR) / Accreditation for Research and Ph.D. Supervision, University of Cergy, France 2002 : Ph.D. in Economics , University of Paris I Panthéon-Sorbonne, France 1998 : MSc in Money, Finance, and Banking (1 year), University of Paris I Panthéon-Sorbonne, France 1996 : MSc in Statistics and Random Modeling in Economics and Finance, University of Paris VII, France ACADEMIC EXPERIENCE 2010 - 2013, Member of the Promotion, Career and Valuation, Rouen Business School, Rouen, France 2005 - 2015, Associate Professor, Neoma Business School, Mont-Saint-Aignan, France 2004 - 2004, Lecturer, Rouen Business School, Rouen, France 2001 - 2003, Assistant lecturer, University of Paris I Panthéon-Sorbonne, Paris, France 2000 - 2000, Researcher, CDC-IXIS CAPITAL MARKETS, Paris, France 1998 - 2001, Assistant lecturer, University of Paris I Panthéon-Sorbonne, Paris, France PROFESSIONAL EXPERIENCE : 2005 - 2006, Consultant (7 months), Groupe SMA BTP, Paris, France 2000 - 2000, Consultant, ABN Amro, Paris, France
Research Interest
Default Risk in Financial assets’ valuation, Credit risk Typology of risks in Financial markets : systematic and idiosyncratic risk Systemic risk and contagion Liquidity effects High frequency trading Stochastic volatility Options and Derivatives pricing Performance measure of financial assets Corporate finance and corporate governance Multivariate dependence structures (copula functions)
