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Slides de présentation à diverses conférences
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Stochastic Processes and Applications to Finance, Communication Networks and
Neuroscience,
July 16 - 21 2007 at Indian Institute of Science,
Bangalore (Inde) |
Default correlation: a dynamic approach |
| Innovations in Mathematical Finance, 25 June - 1 July 2007, Loen (Norway) |
Dynamic
copula |
| Advances in Mathematical Finance, Second General AMaMeF Conference, 30 avril-5 mai 2007, Bedlewo (Pologne) | Pricing and trading credit default swaps |
| Risk and Stochastics day of London School of Economics, 19 Mars 2007, London (Royaume Uni). | Old results and new tools on credit risk. |
| Amamef conference, 25-27 Janvier 2007, Toulouse (France) | Enlargement of filtration and Credit risk |
| Tunis, Novembre 2008 |
Density
model for credit risk |