Notice détaillée
Titre
CSF
Formal Name (French)
Chaire Swissquote en finance quantitative
Formal Name (English)
The Swissquote Chair in Quantitative Finance
Group ID
U12115
Auteurs affilié
Amini, Hamed
Bogousslavsky, Vincent
Cambou, Mathieu
Dupart, Lorraine
Filipovic, Damir
Glau, Kathrin Beatrice
Goel, Anubha
Kauz-Cadena, Sophie
Khalilzadeh, Amir
Kolpakov, Ilya
Larsson, Martin
Le Moal, Quentin
Leclercq, Emmanuel
Melnyk, Yaroslav
Praz, Rémy
Pulido Nino, Sergio Andres
Schulze, Klaas
Trabelsi, Ahmed
Trevisan, Christopher
Willems, Sander Félix M
Bogousslavsky, Vincent
Cambou, Mathieu
Dupart, Lorraine
Filipovic, Damir
Glau, Kathrin Beatrice
Goel, Anubha
Kauz-Cadena, Sophie
Khalilzadeh, Amir
Kolpakov, Ilya
Larsson, Martin
Le Moal, Quentin
Leclercq, Emmanuel
Melnyk, Yaroslav
Praz, Rémy
Pulido Nino, Sergio Andres
Schulze, Klaas
Trabelsi, Ahmed
Trevisan, Christopher
Willems, Sander Félix M
Institut
SFI
Faculté
CDM
Note
Members of CSF et CF-CDM
Lien extérieur
http://sfi.epfl.ch/page85019.html
Publications
Affine Processes and Applications in Finance
Benchmarking Study of Internal Models
Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Equivalent and Absolutely Continuous Measure Changes for Jump-Diffusion Processes
On the Geometry of the Term Structure of Interest Rates
Optimal Capital and Risk Allocations for Law-and Cash-Invariant Convex Functions
Optimal Risk Sharing with Different Reference Probabilities
Quadratic Term Structure Models for Risk-Free and Defaultable Rates
Term-Structure Models: A Graduate Course
Time-Inhomogeneous Affine Processes
Voir toutes les publications (101)
Benchmarking Study of Internal Models
Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Equivalent and Absolutely Continuous Measure Changes for Jump-Diffusion Processes
On the Geometry of the Term Structure of Interest Rates
Optimal Capital and Risk Allocations for Law-and Cash-Invariant Convex Functions
Optimal Risk Sharing with Different Reference Probabilities
Quadratic Term Structure Models for Risk-Free and Defaultable Rates
Term-Structure Models: A Graduate Course
Time-Inhomogeneous Affine Processes
Voir toutes les publications (101)
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