Personal Information
Organização/Local de trabalho
Paris Area, France France
Cargo
Senior manager at Chappuis Halder
Setor
Finance / Banking / Insurance
Sobre
OIS discounting / xVA
Collateral
Market risk
Commodities Structured products
Consulting
Marcadores
risk management
chappuis halder
market risk
frtb
financial services
ch&co
bis
pricing
model
basel
bcbs352
banks
cib
var
monte carlo
bnpp
trading
exotic derivatives
gamma
expertise
chappuis
analytics
model validation
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Chappuis Halder & Co - VaR estimation solutions
Augustin Beyot
•
Há 8 anos