Research

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 :

Research topics in Numerical Sciences :

Modeling, simulation and control

Mathematical tools for modelling

Stochastic modeling

Numerical analysis of PDEs and ODEs

Numerical probabilities

Probabilistic methods

Stochastic control

Other sciences and fields of application

Sustainable development

Economy, finance

Risk Management