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Applied mathematics for risk measures in finance and insurance, in the wake of the crisis (WAKEUPCALL)
Date du début: 1 janv. 2015, Date de fin: 31 déc. 2018,
The EID WAKEUPCALL has been set up with the knowledge that, in the WAKE of the financial crisis, a reconsideration of fundamental assumptions that have been standard in the mathematical models for the valuation of financial and insurance products, like CALLs is taking place. The crisis alerted to reiterate models, assumptions and computations. It is now better understood that the usual paradigm, i ...
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