MEYFREDI Jean-Christophe, phd

EDHEC BBA Director - Managemement Studies & Professor

Speciality : Finance

EDHEC Business School
24, avenue Gustave Delory
CS 50411  
59057 Roubaix Cedex 1 - France
Tel.: + 33 (0)3 20 15 45 00
Fax: + 33 (0)3 20 15 45 01

Email : jean-christophe.meyfredi@edhec.edu

Bio

Jean-Christophe Meyfredi, PhD, is Professor of Finance at EDHEC Business School. After having previously served as Head of Department, Dean of Faculty and Director of the EDHEC Business School Financial Economics track (Nice, London and Singapore), he has been appointed as EDHEC BBA in Management Studies Director (Lille Campus). He teaches mostly applied courses such as Applied Mathematics, Financial Calculus, Portfolio Management and Trading. He received a teaching award in 2015 for the courses he has taught both in Applied Mathematics and in Portfolio Management.

Main academic publications

European Financial Management Journal (2010), Journal of Alternative Investments (2008), Journal of Fixed Income (2007), Bankers, Markets & Investors (1998 ; 1999 ; 2005 ; 2017)

Documents to download

Pdf
CV MEYFREDI Jean-Christophe...
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Publications edhec

We find that going beyond the linear case does not necessarily enhance the replication power. On the other...
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Using a parsimonious model to extract time-varying parameters used as proxies for factors affecting the shape of the yield curve, and a...
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In particular, we examine from both a theoretical and an empirical standpoint the respective benefits and limits of the two different and...
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Most of the time some strong assumptions are made to simplify the estimation process and there has to be a trade-off between ease of estimate...
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Whether it involves credit risk, market risk or operational risk, banks aim to reduce the consequences of...
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Using daily returns from the CAC 40 Index's assets, we find that the explanatory power of the 4-State...
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