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2012 Team Activity Report
MATHRISK
Mathematical Risk handling
Research centre:
Paris - Rocquencourt
In partnership with: Ecole des Ponts ParisTech, Université Paris-Est Marne-la-Vallée
In collaboration with: Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS)
In collaboration with: Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS)
Field: Applied Mathematics, Computation and Simulation
Theme: Stochastic Methods and Models
Theme: Stochastic Methods and Models
Keywords: Financial Mathematics, Numerical Probability, Stochastic Analysis, Systemic Risk, Risk Control, Risk Measures