Advances in Risk Management / Finance and Capital Markets Series (PDF)

TARAS BELETSKI PhD Student in Financial Mathematics and a Member of the Graduate Research Training Programme Mathematics and Practise, University of Kaiserlautern, Germany OLHA BODNAR Research Assistant at the Department of Statistics, European University Viadrina, Germany EMANUELE BORGONOVO Assistant Professor in the Department of Quantitative Methods at Bocconi University, Italy RICCARDO BRAMANTE Professor of Economic Statistics at Milan Catholic University, Italy RACHEL CAMPBELL Assistant Professor of Finance at the University of Maastricht, The Netherlands ALAIN CHARBONNEAU Professor of Mathematics and Numerical Methods in the Department of Computer Sciences at the Université du Québec en Outaouais, Canada F. J. CHULIA HELENA CHULIÁ Researcher at the University of Valencia, Spain F.J. CLIMENT FABIEN COUDERC Member of the Research Team at RiskMetrics Group, Geneva Office, Switzerland JEAN-DAVID FERMANIAN Head of Risk at Cooperneff AM, USA GIAMPAOLO GABBI Professor of Banking and of Risk Management, University of Siena, Head of the Financial Areas of Masters in Economics of the University of Siena, Senior Teacher at SDA Bocconi, Milan, Italy HAYETTE GATFAOUI Associate Professor at Rouen Graduate School of Management, France MOHAMMED SBAI IXIS Student in the Ecole Nationale des Ponts et Chaussées, currently working in IXIS Corporate and Investment Bank, France STEPHEN JEWSON Manages a group at Risk Management Solutions, London, UK. KEES KOEDIJK Full Professor, Department of Financial Management, Erasmus University Rotterdam, The Netherlands. RALF KORN Professor for Financial Mathematics and Stochastic Control at the University of Kaiserlautern, Germany ANNICK LAMBERT Professor of Statistics at the Université du Québec en Outaouais, Canada MANUEL MORENO Assistant Professor of Financial Economics and Accounting at Universidad Pompeu Fabra of Barcelona, Spain. ABDELJALIL EL MOUSSADEK MSc in Applied Finance, L'École des Sciences de la Gestion, Université du Québec,