Augustin Beyot
6 SlideShares 4 Seguidores
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
Detalhes do contato
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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Apresentações

(3)

Chappuis Halder - Model validation review

Há 9 anos • 1436 Visualizações

FRTB Outlook - Chappuis Halder & Co

Há 8 anos • 1237 Visualizações

FRTB Outlook - Chappuis Halder & Co

Há 8 anos • 2504 Visualizações

Documentos

(3)

White paper risk management in exotic derivatives trading - ch cie gra -- vdef

Há 9 anos • 490 Visualizações

White paper risk management in exotic derivatives trading - ch cie gra

Há 9 anos • 715 Visualizações

Chappuis Halder & Co - VaR estimation solutions

Há 8 anos • 735 Visualizações

Gostaram

(1)

Chappuis Halder & Co - VaR estimation solutions

Augustin Beyot • Há 8 anos
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
Ver mais