Department of Finance
The Department of Finance covers almost all fields of Financial Economics, combining theoretical and empirical works, and focusing on themes spanning various interrelated fields as Micro and Macro-economics, Monetary economics, Banking economics, Corporate Finance, Market Finance, and Insurance and Econometrics. The department is organized around several research programs:
- Banking, Financial Systems,
The themes of this program include the study of financial systems, financing, supervision, the analysis of financial crises, the study of indicators of financial vulnerability, and other related topics.
- Quantitative Finance,
Are mainly concerned Financial Econometrics, Asset Pricing and Portfolio Management, financial behaviours under uncertainty, the microstructure of financial markets and chaotic dynamical systems.
- Risk and Insurance,
In this program, research activities are related to the development and implementation of Basel (Basel II, Basel III) and the Solvency II directive. Major works include definitions of risk measures, the most appropriate techniques to calculate market risk, credit and operational risks. Other works concern the models used in insurance.
- Monetary Economics and Macro-Economics. The focus is set on the analysis of the monetary policy as well as on theoretical and empirical models of money based on micro-foundations.
Mise a jour le:15-01-2013 15:37