Project-Team Mathrisk
Members
Overall Objectives
Research Program
Dependence modeling
Liquidity risk
Contagion modeling and systemic risk
Stochastic analysis and numerical probability
Application Domains
Application Domains
New Software and Platforms
PREMIA
New Results
Highlights of the Year
Liquidity risk
Dependence modeling
Systemic risk
Backward stochastic (partial) differential equations with jumps and stochastic control with nonlinear expectation
Option Pricing
Discretization of stochastic differential equations
Advanced Monte Carlo methods.
Numerical Probability
Bilateral Contracts and Grants with Industry
Bilateral Contracts with Industry
Bilateral Grants with Industry
Partnerships and Cooperations
National Initiatives
International Initiatives
International Research Visitors
Dissemination
Promoting Scientific Activities
Teaching - Supervision - Juries
Popularization
Bibliography
Major publications
Publications of the year
References in notes
Inria
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Raweb 2014
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Presentation of the Project-Team MATHRISK
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MATHRISK Web Site
PDF
e-Pub
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Section: Bilateral Contracts and Grants with Industry
Bilateral Contracts with Industry
Consortium PREMIA, Natixis - Inria
Consortium PREMIA, Crédit Agricole CIB - Inria
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