Bertrand TAVIN

Associate Professor

Doctorat en Sciences de Gestion (Finance)

Quantitative finance & economics

Research topics

1. Financial Markets

2. Pricing of derivative products

3. Risk management

4. Dependence modeling

5. Arbitrage Theory

6. Implied distribution

Prices and awards

Award for the Second-Best Paper
2015
International Ruhr Energy Conference 2015 (INREC 2015)
Award for the Best Paper in Risk Management
2011
award attributed by the Global Association of Risk Professionals (GARP) during the EFMA 2011 annual meeting in Braga, Portugal
French Ministry of Research Doctoral Fellowship
2009
Three-year research fellowship for the preparation of a doctoral thesis in a French university from Sept. 2009 to Sept. 2012

Publications

Communications & Seminars

  • 6th Paris Financial Management Conference (PFMC), Paris, France, December 2018
  • 35th Annual Conference of the French Finance Association (AFFI), Paris, France, May 2018
  • 11th Conference on Computational and Financial Econometrics (CFE), London, UK, December 2017
  • 2nd Lyon-Grenoble Business Schools Finance Seminar, Grenoble, France, September 2017
  • 21st International Congress on Insurance: Mathematics and Economics (IME), Vienna, Austria, July 2017
  • Invited seminar at Université de Rennes (CREM), Rennes, France, Mars 2017
  • International Workshop in Quantitative Finance, Risk and Decision Theory, Bordeaux, France, November 2016
  • 28th European Conference on Operational Research (EURO), Poznan, Poland, July 2016
  • 13th International Paris Finance Meeting (AFFI-EUROFIDAI), Paris, France, December 2015
  • 1st EMLYON Workshop on Quantitative Finance and Insurance, Lyon, France, November 2015
  • Invited seminar at Audencia Nantes (CFRM Research Center), Nantes, France, October 2015
  • 7th Conference of the International Finance and Banking Society (IFABS), Hangzhou, China, June 2015
  • 5th Conference of the Financial Engineering and Banking Society (FEBS), Nantes, France, June 2015
  • 32nd Annual Conference of French Finance Association (AFFI), Paris, France, June 2015
  • Research seminar at Société Générale Corporate and Investment Banking, Paris, France, January 2015
  • 18th International Congress on Insurance: Mathematics and Economics (IME), Shanghai, China, July 2014
  • Invited Seminar at the Shanghai Institute of Futures and Derivatives (SHIFD), Shanghai, China, July 2014
  • French inter business school finance conference (as a discussant), Grenoble, France, February 2014
  • 7th Conference on Computational and Financial Econometrics (CFE), London, UK, December 2013
  • 3rd Conference of the Financial Engineering and Banking Society (FEBS), Paris, France, June 2013
  • nvited Seminar, Accounting, Finance and Insurance department at KU Leuven, Leuven, Belgium, May 2013
  • 30th Annual Conference of French Finance Association (AFFI), Lyon, France, May 2013
  • Actuarial and Financial Mathematics Conference (AFMATH), Brussels, Belgium, February 2013
  • 10th International Paris Finance Meeting (AFFI-EUROFIDAI), Paris, France, December 2012
  • Workshop on Copulae in Mathematical and Quantitative Finance, Kraków, Poland, July 2012
  • 16th International Congress on Insurance: Mathematics and Economics (IME), Hong Kong, June 2012
  • 7th World Congress of the Bachelier Finance Society (BFS), Sydney, Australia, June 2012
  • 3rd Mathematical Finance Days of Montréal Mathematical Finance Institute, Montréal, Canada, May 2012
  • Annual conference of the European Financial Management Association (EFMA), Braga, Portugal, June 2011
  • Journée Inter-Universitaire de Recherche en Finance (JIRF), Paris, France, May 2011
  • 28th Annual Conference of French Finance Association (AFFI), PhD workshop, Montpellier, France, May 2011