Published 03/11/20
Published 03/11/20

January 31, 2020 3:00 PM

Visuel QuantsThis event is part of a global approach to the creation and animation of the Natixis Quants community and more broadly of Groupe BPCE. It brings together seven guests, renowned researchers and scientists, to discuss and exchange ideas on the use of robust techniques for pricing and risk management. 

  • Michael Kupper, Professor, University of Konstanz
  • Ludger Rüschendorf, Professor, University of Freiburg
  • Beatrice Acciaio, Professor, London School of Economics
  • Rodolphe Le Riche, CNRS senior researcher
  • Nizar Touzi, Professor, Ecole Polytechnique, Paris
  • Laurence Carassus, Professor, Da Vinci Research Center
  • Samuel Cohen, Professor, Oxford University 

 

Since Knight’s seminal work, model uncertainty has been a standard topic of study in the academic community, particularly in the fields of probability, control theory, and economic analysis. In light of the recent financial crisis, it has become an important practical topic in the insurance and financial sectors, for both companies and regulators. It is also a particularly active area of research in mathematical finance and insurance. 

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