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Mission statement

Executive training

ESSEC Business School proposes a training in wealth management for professionals. The training takes place in the ESSEC campus of La Défense in Paris. It is composed of a series of short seminars. Know more about the ESSEC Wealth management training

Research and publications in finance

New working paper Implied correlation from VaR
Article on Financial innovations published in Les Echos (French business newspaper)
Access to my publications


On-line modelling tools

Use my on-line modelling tools : options pricers (standard and exotic options), risk management measure models (credit risk and market risk), real estate investment analyzing tool, asset allocation optimizer, etc.

News

Download the article by G. Charreaux and A. Shatt on French research in finance

Professor Longin: NUMBER ONE among French finance researchers (CNRS ranking)

Download the summary of my latest working paper « Margin requirement with intraday dynamics »

The « Bank Management » course for ESSEC MBA students is on-line

Discover the on-line resources of this website

Discover the ESSEC training « Wealth management » for professionnals

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