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La Prédication
Présentation : http://aune.lpl.univ-aix.fr/~fulltext/3528.pdf -
Operational risk: A Basel II++ step before Basel III
URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/cesdp2012.html An article based on this working paper is published in Journal of Risk Management in Financial... -
Dependence structure and limiting results: some applications in finance and i...
This thesis focuses on risk dependencies, based on copula functions. Taking dependencies into account is now crucial in risk management, since amount can be huge...
