Inria / Raweb 2004
Team: Mathfi

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Team : mathfi

Section: Overall Objectives


MATHFI is a joint project-team with INRIA-Rocquencourt, ENPC (CERMICS) and the University of Marne la Vallée, located in Rocquencourt and Marne la Vallée.

The development of increasingly complex financial products requires the use of advanced stochastic and numerical analysis techniques that pose challenging problems for mathematicians. In this field, the scientific skills of the MATHFI research team are focused on

Moreover, the MATHFI team is developping a software called PREMIA dedicated to pricing and hedging options and calibration of financial models, in collaboration with a financial consortium. Web Site : http://www-rocq.inria.fr/mathfi/Premia/index.html.

International cooperations, Tutorials and industrial relationship


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