On Wednesday 3rd May 2017, I will participate to Laurent Bibard's course Managing in complexity at ESSEC Business School.

I will deal with the subject Complexity in financial markets.

I will develop the following themes:

  • Feeling complexity in financial markets with SimTrade (from simplicity to complexity)
  • Complexity in finance: risk and uncertainty
  • Complexity and financial crises: statistical approach (extreme value theory), historical approach and simulation approach (SimTrade)

You will find below the slides of my presentations:

   Access to SimTrade