Hedge Funds Research Institute
International University of Monaco

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Research Interests


Mathematical Finance -Alternatives Risk Measures for Hedge Funds

-Kalman forecast modeling with Bayesian parameter estimation

-Non-linear particle filtering (Sequential Monte Carlo methods)

-Stable distributions applied to financial markets

-Credit curves (3D visualization of Eurobean Central Banks and interbank rates)

 


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Name: Jeremie COSMAO

Position: Researcher

Field: Mathematical Finance and IT

e-mail: jeremie.cosmao@hfri.org

Tel: +377 97 97 47 16
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