Keyvan KIANI
Professeur Assistant
Thèmes de recherche
1. Régulation bancaire et stress tests
2. Jeux généralisés
3. Régulation optimale
4. Politique environnementale
5. Régulation financière
6. Théorie des jeux
Prix et récompenses
Publications
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) : pp. 105-110
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.
Articles académiques
Cours enseignés
- Financial maths
- Fixed Income
- VBA for Finance
- Introduction to programming and modelling
- Advanced Derivatives
- Introduction to Financial Markets
Communications et Séminaires
Conférences :
- 2022 : 1st MUSEES Conference : Modeling Uncertainty in Social, Economic, and Environmental Sciences, Lyon (France).
- 2022 : Annual Meeting of the European Public Choice Society, Braga (Portugal).
- 2022 : 70th congress of the French Economic Association (AFSE), Dijon (France).
Séminaire Bachelier Paris, http://www.bachelier-paris.fr/