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François Quittard-Pinon Professor


Emeritus Professor

François Quittard-Pinon is a specialist in financial modeling. He develops methods for asset valuation, pricing, hedging and assessment of risk of derivatives, particularly for interest rate products. A part of his work is devoted to credit risk. His recent research focuses on application of financial theory to life insurance. He has published several books and many articles in scientific journals such as Insurance Mathematics and Econommics, The Geneva Review on Risk and Insurance, Journal of Economic Dynamics and Control, Journal of Derivatives, Finance. He headed the laboratory of actuarial and financial sciences of Isfa (Université Lyon 1) and is now President of the French Finance Association. He is also the Director of the Center For Financial Risks Analysis ( CEFRA).


  1. Studies in applied mathematics at University Pierre & Marie Curie (Paris VI).
  2. Bachelor, Master and PhD (1988).  He obtained a Doctorat d’Etat (Highest degree delivered by French universities known to-day as HdR),  from University Lyon 1. 


Teaching, Research and Administration in several universities : Ecole Normale Supérieure de Cachan, Paris VI university, Paris IX university, Aix-Marseille III University, Lyon 1 University.

Head of laboratory, Head of department, Project manager.

Member of the National Council of Universities (2008-2012).


Pricing and hedging derivatives products particularly for interest rate contracts.

Application of quantitative methods of finance in life insurance.

Modelling of credit risk.

Courses taughtTop

  1. Portfolio management
  2. Interest rate markets
  3. Financial decision making

Courses taught in the specialized master Quantitative Finance (Finance de Marché) and Firm in MSc.  

Research InterestTop

  1. Financial modeling
  2. Debt markets and their products
  3. Life insurance products : Equity Index Annuities, Variable Annuities
  4. Financial Theory
  5. Option theory and its applications