Talk page

Title:
Statistical learning of value-at-risk and expected shortfall

Speaker:
Stéphane Crépey

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

Workshop:
Birs- 24w5257: Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics