|
|
Slides for some conferences
| 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 (Poland) | Pricing and trading credit default swaps |
| Risk
and Stochastics day of London School of
Economics, 19 Mars 2007, London |
Old results and new tools on credit risk |
| Amamef conference, 25-27 Janvier 2007, Toulouse (France) | Enlargement of filtration and Credit risk |
| Tunis Octobre 2008 |
Density
model for credit risk |