Bertrand Maillet - Financial Economist

Professor in Quantitative Finance - Qualified Financial Advisor - Senior Consultant in Asset Management

Links

Below are some of the links I passed through during my internet research surfing time (come mainly from my papers and their reference lists, and from www.systemic-risk-hub.org, www.performance-metrics.eu, www.extreme-risk.ca and others...). Have a look...

Here is a live map of experts in finance (see list below):

Source: Google Maps Engine; 411 points represent institutions of experts in finance I came across during my research. Europe (251), North America (131), Oceania (14), Asia (13) and South America (2).

Part one provides an introduction to various classes of derivative securities and it explains how to price them using "risk-neutral pricing". In the follow-up to this course (FE & RM Part II) it is considered portfolio optimization, risk management and more advanced examples of derivatives pricing including, for example, real options and energy derivatives.

Columbia Univ. - Financial Engineering and Risk Management Part II

Part two follows on from FE & RM Part I. In this part it is considered portfolio optimization, risk management and some advanced examples of derivatives pricing that draw from structured credit, real options and energy derivatives. The course will also cast a critical eye on how financial models are used in practice.

Edx - Pricing Options with Mathematical Models

Introduction to the Black-Scholes-Merton model and other mathematical models for pricing financial derivatives and hedging risk in financial markets.

Edx - An Introduction to Credit Risk Management

What is credit risk? Why is it so important, in modern economies, to correctly deal with it? This course combines theory with practice to answer these questions. It offers an introduction to credit risk modelling and hedging.

MIT Open Course Ware - Finance Theory I

This course introduces the core theory of modern financial economics and financial management, with a focus on capital markets and investments. Topics include functions of capital markets, asset valuation, fixed-income securities, common stocks, diversification and portfolio selection, among others.

Open Yale Courses - Financial Markets

Introduction to risk management and behavioral finance principles to understand the functioning of securities, insurance, and banking industries. This Yale College course, taught on campus twice per week for 75 minutes, was recorded for Open Yale Courses in Spring 2011.

University of Tokyo - Game Theory

This course provides a brief introduction to game theory. The main goal is to understand the basic ideas behind the key concepts in game theory, such as equilibrium, rationality, and cooperation. A number of applications in economics and politics will be discussed.

University of Washington - Computational Finance

This course focuses in mathematical and statistical tools and techniques used in quantitative and computational finance. The course uses the open source R statistical programming language to analyze financial data, estimate statistical models, and construct optimized portfolios.

Main Address:

EM Lyon Business School (Paris Campus)
15, boulevard Diderot
F-75 008 Paris - France

Cell phone: +33 (0) 6 86 43 19 14
(please, try first)

Tel / Fax: +33 (0) 1 56 21 27 64 / 87 50
General Assistance: +33 (0) 1 56 21 87 56
— On appointments only.

Other Addresses:

University of Orléans
LEO/CNRS
Rue de Blois
F-45 067 Orléans Cedex 2 - France
Office (shared and temporary):
A223, second floor

Tel / Fax: +33 (0) 2 38 41 70 37 / 73 80

— On appointments only
(mainly on days of Lectures).

E-mail:
bmaillet@em-lyon.com

Links

Specialized Researchers

Central Banks and Regulatory Institutions

Data Providers

Softwares

Editors

Working Papers

Journals

Online Publications

Data Integrators, Fund Plateforms and Miscellaneous

General Non-governmental Organizations

Massive Open Online Courses (MOOCs)