4. Economy
  5. Quantitative Finance
  6. Computational Finance

Christophette Blanchet-Scalliet

Economy – Quantitative Finance – Computational Finance

Scientist

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Scientist

ICJ

Counterparty risk valuation for CDS

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Credit risk premia and quadratic BSDEs with a single jump

Economy – Quantitative Finance – Pricing of Securities
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Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon

Economy – Quantitative Finance – Computational Finance
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