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Finance
The financial department is specialized in the quantitative analysis of finance and insurance problems. The topics studied in the Laboratory are diverse, but are characterized by the need to use both theory and applications. Without being exhaustive, the following list gives an idea of the themes studied in the laboratory:
dynamic models in finance, credit risk, multivariate volatility models, estimation of risk measures, conditional and systemic risks,
bubble models and noncausal processes, stochastic models for energy, Lévy processes, granularity adjustments, longetivity risk, portfolio optimization.