Date de dépôt : 02/07/2009 |
Les brèves Maths-fi du 02/07/2009. Maths-Fi vous souhaite une excellente après-midi et vous propose cette semaine : News
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Rappel Recent Advancements in the Theory and Practice of Credit Derivatives, September 28-30, 2009 Laboratoire J.A. Dieudonné, CNRS et Université de Nice Sophia Antipolis [...]The recent turmoil in the credit markets can be attributed to many factors, but one of the factors is probably the fact that in many respects the challenge has not been fully, and, sometimes, properly addressed. The conference will address these aspects of modeling and analysis of credit derivatives that, in our opinion, have not been adequately studied and/or adequately understood in the past. Scientific committee: T. Bielecki (Illinois Inst. of Technology), D. Brigo (Fitch Solutions), M. Jeanblanc (Univ. Evry), C. Martini (Zeliade Systems) Organization committee: S. Crepey (Univ. Evry), M. Miniconi (Univ. Nice), F. Patras (CNRS and Univ. Nice) More information on the conference... Ils recrutent sur Maths-Fi
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