Programme 2013-2014.

Mercredi 2 octobre 2013:
Thierry Roncalli (Lyxor Asset Management and University of Evry):
Risk parity: a tool for asset management.

Mercredi 6 novembre 2013:
Anders Trolle (Ecole Polytechnique Fédérale de Lausanne):
The Swaption Cube.

Mercredi 29 janvier 2014:
Raphael Douady (Riskdata; CES Univ. Paris 1):
The Whys of the LOIS: Credit Risk and Refinancing Rate Volatility.