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 |