Groupe de Travail Méthodes Stochastiques et Finance, 2024-2025

Informations pratiques:
Le mardi à 17h00, Salle de séminaire du CERMICS, B211.

Contacts: Aurélien Alfonsi, Ahmed Kebaier.

17/12/24 Azar Louzi Multilevel Approximation Schemes for Value-at-Risk and Expected Shortfall
10/12/24 Etienne Chevalier Uncovering Marker Disorder and Liquidity Trends Detection.
03/12/24 Dorinel Bastide Handling derivatives risks with a one-period network model., Salle F202
26/11/24 Jules Delemotte Smile dynamics and rough volatility
19/11/24 Journée Labex Bezout
12/11/24 Inès Barahhou A framework to align sovereign bond portfolios with a net zero trajectory, Salle B412
05/11/24 Michael Samet Efficient Fourier Pricing of Multi-Asset Options.
17/10/24 Florin Suciu A gradient flow on control space with rough initial condition.
08/10/24 Anna De Crescenzo Mean-field control of non exchangeable systems
01/10/24 Anh Dung Le Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift

Précédents séminaires:
2023-2024 2022-2023 2021-2022 2020-2021 2019-2020 2018-2019 2017-2018 2016-2017 2015-2016 2014-2015 2013-2014.