1. Bank regulation and stress tests
2. Generalized games
3. Optimal regulation
4. Environmental policy
5. Financial regulation
6. Game theory
Prices and awards
Braouézec, Yann, Kiani, Keyvan. 2023. Economic foundations of generalized games with shared constraint: Do binding agreements lead to less Nash equilibria?. European Journal of Operational Research, 308 (1) : 467-479 p.
Braouézec, Yann, Kiani, Keyvan. 2023. A generalized Nash equilibrium problem arising in banking regulation: An existence result with Tarski's theorem. Operations Research Letters, 51 (1) : 105-110 p.
Braouézec, Yann, Kiani, Keyvan. 2021. Target capital ratio and optimal channel(s) of adjustment: A simple model with empirical applications to European banks. Applied Economics, 53 (13) : 1435-1462 p.
- VBA for Finance
- Introduction to Financial Markets
- Advanced derivatives
- Financial maths
- Fixed Income
- Introduction to programming and modelling
Communications and Seminars
- 2022: 1st MUSEES Conference: Modelling Uncertainty in the Social, Economic and Environmental Sciences, Lyon (France).
- 2022: Annual meeting of the European Public Choice Society, Braga (Portugal).
- 2022: 70th Congress of the French Economics Association (AFSE), Dijon (France).
Bachelier Paris Seminar, http://www.bachelier-paris.fr/