Bertrand Tavin

Professor at Emlyon Business School

Based in Paris, France

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Seniority

Staff

Department

Education

Location

Paris

Industry

Education Administration Programs

Company size

2K

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Email

1 credit

b•••••••@em-lyon.com

Phone

5 credits

+33 ••• •••• ••••

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Background

About Bertrand Tavin

My research is focused on quantitative finance and economics: dependence modeling, model risk and model uncertainty, pricing and hedging of derivatives, commodities and energy markets. I have published articles in journals such as Journal of Mathematical Economics, European Journal of Operational Research, Journal of Banking and Finance. On the teaching side I teach courses at the MSc. level: Pricing and trading of derivatives, Commodities and energy markets, Risk management and regulation of financial institutions, Numerical Methods in Finance. I have a background in Economics, Applied Mathematics and Engineering. I have a PhD (2013) and Habilitation (2024) in Quantitative Finance from University Paris 1 - Panthéon Sorbonne. On the industry side, I have been an Exotic derivatives trader in London and a Risk engineering intern in Paris before that. A recent list of papers is found here : https://scholar.google.com/citations?hl=en & & view_op=list_works & sortby=pubdate

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