Modeling and managing financial risks
Paris, 10-13 January 2011


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

This conference will be the occasion to celebrate the 20th anniversary of the Master Program "Probabilities and Finance" of Paris VI University and Ecole Polytechnique

The day of January 13 will be more specifically dedicated to academic/practitioner interaction