Section: Contracts and Grants with Industry

Consortium Premia

Participants : A. Alfonsi, V. Bally, B. Jourdain, A. Kohatsu-Higa, B. Lapeyre, J. Lelong, V. Lemaire, N. Privault, A. Sellami, A. Sulem, P. Tankov, X. Wei, A. Zanette.

The consortium Premia is centered on the development of the pricer software Premia. It is presently composed of the following financial institutions or departments: CALYON, the Crédit Industriel et Commercial, EDF, Société générale, Natexis and IXIS CIB now unifies as Natixis. http://www.premia.fr

Extension to Japan is being formalized through a cooperation with the university of Osaka.