Financial Risks

Projet scientifique

The Financial Risks Chair addresses new challenges in modelling: rare events, contagion and systemic risk, valuation, hedging and robustness, dependency modelling, credit risk. To this end, it develops numerical and simulation methods: simulation of extreme risks, and nonlinear equations for market friction (large portfolios, funding, uncertain volatility, illiquidity).

Responsables scientifiques

Nicole El Karoui
Nicole El Karoui
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Nizar Touzi
Nizar Touzi
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Partenaires académiques

Partenaires économiques