"Model risk"@en . "Credit spread risk"@en . "Brightness"@en . "Weather derivative"@en . "Online learning"@en . "Spectral risk measures"@en . "Price uncertainty"@en . "CCPs"@en . . "Sovereign debt crises"@en . . "Bootstrap"@en . . . . "Parameter uncertainty"@en . . "Hedge funds"@en . "Touch interface"@en . "Haircut"@en . "Expert systems"@en . "Uncertainty"@en . "Expert systems rules"@en . "CCP"@en . "Payoff approximation"@en . "Backtesting"@en . "Distortion risk measures"@en . "CDOs"@en . "Temperature"@en . "Default risk"@en . "Dynamic hedging"@en . "Fundamental Review of the Trading Book"@en . . "Central clearing counterparty"@en . "Contingent liquidity"@en . "Infinitesimal generator"@en . "Weather derivatives"@en . "Machine learning"@en . . "Spectral analysis"@en . "Jean-Paul" . "Financial stability"@en . "Large portfolios"@en . "7f3b5b84ba8154f3333aa70a666b2a34" . . "Shape"@en . "Risk mutualisation"@en . "Fuzzy rule"@en . <0000-0001-9463-7464> . "Incomplete markets"@en . "Cox process"@en . "Graphical user interfaces"@en . "Systemic risk"@en . . "Fuzzy expert system"@en . . "Historical Simulation"@en . "Artificial intelligence"@en . . . "Basel III"@en . "ARMA model"@en . "Expected shortfall"@en . "Doubly stochastic Poisson process"@en . . . "Capital Requirements"@en . "Sovereign debt crisis"@en . "Engines"@en . "Laurent" . "Recovery"@en . "Markov process"@en . "Repo"@en . "Portfolio selection"@en . "Pragmatics"@en . "Market Risk"@en . "Fuzzy logic"@en . "Fuzzy reasoning"@en . "Pricing formula"@en . "Jean-Paul Laurent" . "Resolution"@en . . "GUI"@en . "Guided authoring"@en . "Diversification"@en .