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
Highlights of the Year
New Software and Platforms
PREMIA
New Results
Liquidity risk
Backward stochastic (partial) differential equations with jumps, optimal stopping and stochastic control with nonlinear expectation, risk minimization
Systemic risk
Dependence modeling
Interest rate modeling
Numerical Probability
Optimal transport
Multitype sticky particle systems
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 2015
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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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