Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Counterparty risk and funding: Immersion and beyond.
BSDE, Collateral, Counterparty risk, Credit derivatives, Dynamic copulas, Funding, Gap risk, Immersion, Invariant times, Reduced-form credit modeling, Wrong-way risk
Counterparty risk and funding: immersion and beyond.
BSDE, Collateral, Counterparty risk, Credit derivatives, Dynamic copulas, Funding, Gap risk, Immersion, Invariant times, Reduced-form credit modeling, Reduced-form credit modelling, Wrong-way risk