Real Options
(S. Tompaidis)
Computational PDE Methods
Credit Risk
(D. Lando)
Data Analysis
(J. Fan)
Energy Markets
(R. Carmona)
Static Hedging
(P. Carr)
Fixed Income
(D. Filipovic)
Jump Models
(R. Cont)
Mathematical Economics
(U. Horst)
Monte Carlo Methods
(B. Lapeyre)
Optimization
(A. d'Aspremont)
Risk Measures
(P. Cheridito)
Stochastic Control
Stochastic Volatility
(R. Sircar)
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