場所:東京大学経済学研究科棟 地下1階 第1教室

スピーカー:Michel Crouhy 博士
Head of Research and Development at NATIXIS
テーマ:Financial Crisis
演題:Financial Engineering and Financial Crisis (joint research with Stuart Turnbull and Robert Jarrow)

Dr. Michel Crouhy has the bankwide oversight on all quantitative research and the development of new products and applications supporting the trading and structuring businesses. He is also responsible for implementing a bankwide RAROC system. He is the founder and President of the NATIXIS Foundation for Quantitative Research which promotes and support academic research and world class events in the area of mathematical finance.

Prior to his career in the industry, Michel Crouhy was a Professor of Finance at the HEC School of Management in Paris, where he was also the founder and director of the M.S. HEC in International Finance, the first M.S. program in Financial Engineering. He has been a visiting professor at the Wharton School and at UCLA. Dr. Crouhy holds a Ph.D from the Wharton School and is Doctoris Honoris Causa from the University of Montreal.

He is the author and co-author of several books, the most recent ones being "Risk Management" (McGraw-Hill-2001), "The Essentials of Risk Management" (McGraw-Hill-2006) and has published extensively in academic journals in the areas of banking, options, risk management and financial markets. He is also Associate Editor of several academic and professional journals.