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Olivier Le Courtois, Professor of finance and insurance, Economics and Finance

Olivier LE COURTOIS

Professor of Finance and Insurance

Economics and Finance

Oliver Le Courtois is a Professor of Finance and Insurance at EMLYON. He is also the Director of the Center For Financial Risk Analysis ( CEFRA).

EducationTop

  1. Habilitation
  2. Ph.D. in Management Science
  3. Master in Financial and Actuarial Studies
  4. Agrégation de sciences physiques
  5. Alumnus of Ecole Normale Supérieure de Lyon

 

    Certifications/designations: Associate of the Society of Actuaries (ASA), FRM 

AwardsTop

  1. Kulp-Wright award granted by the American Risk and Insurance Association (Boston, 2016) for the book « Extreme Financial Risks and Asset Allocation  »
  2. Best paper award at the AFIR/ERM conference (Sydney, 2015) for « Inside the Solvency 2 Black Box: NAVs and SCRs under an LSMC approach »
  3. Best paper award at the international congress of actuaries (Cap Town, 2010) for « A Study on VaR and Lévy Processes »
  4. Best paper award in the North American Actuarial Journal in 2006 
  5. Best paper award in dérivatives at the Eastern Finance Association conference (New Orleans, 2007) for « Pricing Derivatives with Barriers in a Stochastic Interest Rate Environment »
  6. Best paper award in revue Finance in 2005
  7. SCOR PhD award (2004)

ExpertiseTop

  1. Stock Price Modeling
  2. Derivatives Pricing
  3. Capital Structure of the Firm
  4. Portfolio and Risk Management
  5. Fair valuation of Life Insurance Contracts
  6. Bank Deposit Guarantees

 

   Spoken languages : French, English, Spanish, Japanese

Courses taughtTop

  1.  Derivatives Pricing
  2.  Introduction to the Risk Management of Financial Institutions 
  3.  Model Implementation

PublicationsTop