- Modelling with high frequency data and market microstructure - Fund management and trading rules - Funds of funds and balanced funds - Advances in asset management and portfolio optimisation - Relative value and market neutral strategies - Modelling volatility and correlation - Risk analysis...

The economic reflexion on the risk developed mainly in the monetary field. This demonstration take part in the natural field of our chapter Currency-Finances. In the line of our previous conferences (Tolède, Luxembourg), we search for works on the exchange rate risk. TOPICS: -Risk Valuation...