Team, Visitors, External Collaborators
Overall Objectives
Research Program
Application Domains
Highlights of the Year
New Software and Platforms
New Results
Bilateral Contracts and Grants with Industry
Partnerships and Cooperations
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Section: Application Domains

Financial Mathematics, Insurance

The domains of application are quantitative finance and insurance with emphasis on risk modeling and control. In particular, Mathrisk focuses on dependence modeling, systemic risk, market microstructure modeling and risk measures.