Field : Applied Mathematics, Calculation and Simulation
Theme : Stochastic approaches
Risk Mathematics: Dependency modeling, systemic risk, market micro-structures, risk measures. Dedicated mathematical tools: stochastic modeling, stochastic analysis, stochastic control, numerical probabilities.
Keywords :
Mathematical finance, Numerical probability, Stochastic Analysis, Stochastic Control, Stochastic modeling, Nonlinear PDEs
Fields of Application: Finance, Insurance, Risk analysis and control, Systemic Risk
