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MODELISATION ROBUSTE DE LA VOLATILITE ET APPLICATION A LA VALORISATION DE PRODUITS DERIVES ET A L'OPTIMISATION DE PORTEFEUILLE.
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La soutenance a eu lieu le 15/12/2017. Le document qui a justifié du diplôme est en cours de traitement par l'établissement de soutenance.| Auteur / Autrice : | Amine Ismail |
| Direction : | Huyen Pham |
| Type : | Projet de thèse |
| Discipline(s) : | Mathematiques |
| Date : | Inscription en doctorat le 25/08/2014 Soutenance le 15/12/2017 |
| Etablissement(s) : | Sorbonne Paris Cité |
| Ecole(s) doctorale(s) : | SCIENCES MATHEMATIQUES DE PARIS CENTRE |
| Jury : | Président / Présidente : Agnès Sulem |
| Examinateurs / Examinatrices : Mathieu Rosenbaum, Michel Crouhy, Frederic Abergel | |
| Rapporteurs / Rapporteuses : Eric Moulines |
Mots clés
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