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Pricing and hedging of transition risk in Credit Portfolio
FR
| Auteur / Autrice : | Lionel Sopgoui mbeukam |
| Direction : | Jean-francois Chassagneux, Antoine Jacquier |
| Type : | Projet de thèse |
| Discipline(s) : | Mathematiques |
| Date : | Inscription en doctorat le 01/11/2021 |
| Etablissement(s) : | Université Paris Cité |
| Ecole(s) doctorale(s) : | 386 - SCIENCES MATHEMATIQUES DE PARIS CENTRE |
| Partenaire(s) de recherche : | Equipe de recherche : UMR 8001 Laboratoire de Probabilités, Statistique et Modélisation (LPSM) |