Video: Stéphane Crépey, "Statistical learning of value-at-risk and expected shortfall"

Video From 24w5257: Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics

Stéphane Crépey, University Paris Cité

Monday, November 11, 2024 11:12 - 11:45

Statistical learning of value-at-risk and expected shortfall

Stéphane Crépey, Video: Statistical learning of value-at-risk and expected shortfall

Stéphane Crépey, Statistical learning of value-at-risk and expected shortfall, Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics, BIRS, BIRS talk, 24w5257, math, mathematics, video

Banff International Research Station

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mpeg4

132M

http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos

http://www.birs.ca/events/2024/5-day-workshops/24w5257/videos/watch/202411111112-Crepey.html

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