Bertrand TAVIN

Research topics

1. Financial Markets

2. Pricing of derivative products

3. Risk management

4. Dependence modeling

5. Arbitrage Theory

6. Implied distribution

Prizes 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

Academic articles

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