|
Modeling and managing financial risks Paris, 10-13 January 2011 |
|
CMAP
Organized by the Financial modeling group of CMAP, Ecole Polytechnique in the framework of the Chair "Financial Risks" of the Risk Foundation
Main topics
- Market liquidity
- Market microstructure
- Risk measures
- Numerical methods
- Scenario simulation
- Model calibration and model risk
- Credit/Default/Counterparty risk
- Hedging
- Regulatory aspects