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Caroline Hillairet

Caroline HillairetCaroline Hillairet is a Professor at ENSAE ParisTech, University Paris Saclay, CREST in France, where she is in charge of the actuarial science program. Her research interests include information asymmetry and enlargement of filtrations, portfolio opimization, credit risk, and the financial issues of longevity risk. Read More Read Less

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1.
Arbitrage, Credit and Informational Risks48 %
Arbitrage, Credit and Informational Risks
By: Caroline Hillairet, Ying Jiao, Monique Jeanblanc, Ying (Univ Claude Bernard Lyon I, France) Jiao, Caroline (Ecole Polytechnique, France) Hillairet
Publisher: World Scientific Publishing Company
No Review Yet
₹8,663
₹4,505
Binding:
Hardback
Release:
07 May 2014
Language:
English
Available
Ships within 1-2 Days Explain..
2.
Portfolio Optimization with Different Information Flow24 % POD/NR
Portfolio Optimization with Different Information Flow
By: Caroline Hillairet, Ying Jiao, Ying (ISFA Universite Lyon 1) Jiao, Caroline (Assistant Professor, CMAP Ecole Polytechnique) Hillairet
Publisher: Iste Press - Elsevier
No Review Yet
₹8,500
₹6,460
Binding:
Hardback
Release:
01 Feb 2017
Language:
English
International Edition
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