Project-Team Mathrisk
Personnel
Overall Objectives
Research Program
Dependence modeling
Liquidity risk
Contagion modeling and systemic risk
Stochastic analysis and numerical probability
Application Domains
Financial Mathematics, Insurance
New Software and Platforms
PREMIA
Platforms
New Results
Systemic risk
Optimal stopping for Backward stochastic (partial) differential equations with jumps
Approximation of Martingale Optimal Transport problems
Numerical methods for Asset-Liability Management
American options
Stochastic Analysis and Malliavin calculus
Bilateral Contracts and Grants with Industry
Bilateral Grants with Industry
Bilateral Contracts with Industry
Partnerships and Cooperations
National Initiatives
International Initiatives
International Research Visitors
Dissemination
Promoting Scientific Activities
Teaching - Supervision - Juries
Bibliography
Major publications
Publications of the year
References in notes
Inria
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Raweb 2017
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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 Grants with Industry
Consortium PREMIA, Natixis - Inria
Consortium PREMIA, Crédit Agricole CIB - Inria
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