Chaire

Dérivés du Futur

This Chair is held at the Applied Mathematics Department, Ecole Polytechnique, and is sponsored by the French Federation of Banks. There are two main components in this research project:

- An up to date research activity on the risk management under market conditions outside the classical paradigm of the Black-Scholes model. The main focus of our team is on market illiquidity, and new financial markets as longevity derivatives and environemental financial instruments.

- An advanced PhD project at the European level centered around the European Summer School in Financial Mathematics.


CMAP UMR 7641 École Polytechnique CNRS, Route de Saclay, 91128 Palaiseau Cedex France, Tél: +33 1 69 33 46 00 Fax: +33 1 69 33 46 46