Description

The goal of this workshop is to bring together practitionners and academics from finance and insurance to discuss some hot topics in risk management. The talks will cover the following topics: modelling of volatility, market impact, capital risk assesment and the associated numerical methods.The day will be concluded by a discussion session involving N. Bischoff (Dexia) and J.-G. Pierre (AXA).

Registration

Registration is free but mandatory. Please follow this link. Your participation will be confirmed by an email from the organising team.

Information

The workshop takes place at AXA, 25 Avenue Matignon, 75008 Paris. Participants are welcomed between 9am and 9.30am. The talks will start at 9.30am. The program is avalaibe here. A buffet will be offered to the participants. Registration to the event is mandatory, please follow this link.

Organising team

This workshop is organised by J. Bonnefoy (AXA), B. Bouchard (Université Paris Dauphine), J.-F. Chassagneux (Université Paris Diderot) and X. Tan (Université Paris Dauphine). It is part of the Research Initiative : "Advanced technics for non-linear pricing and risk management". The organisers acknowledged the financial support from the AXA Research Fondation.

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