"Financial Risks" Chair

Back in 2007, when the "Financial Risks" Chair was created by l’X, Société Générale, École des Ponts ParisTech and Pierre and Marie Curie University, the first symptoms of the subprime mortgage crisis had just been detected in the United States. This Chair is devoted to research, knowledge dissemination and education on financial risks. It covers a wide range of research subjects, including improving digital methods used by financial institutions, studying ways to prevent and control risks, creating new tools for statistical arbitrage, pricing complex derivatives, and researching credit derivatives.