10-13 Jan 2017 Paris (France)
A New breed of Monte Carlo pricing and architecture to meet the FRTB challenge
Adil Reghai  1  
1 : Natixis
NATIXIS

A New breed of Monte Carlo pricing and architecture to meet the FRTB challenge

Subject : : Invited talk in a mini-symposium
Topics : Practitioners
  • Presentation
Online user: 1