Basic info
Name: Frédéric Abergel
Email: You have to sign in to view this email.
Homepage: http://fiQuant.mas.ecp.fr
Affiliation: Ecole Centrale Paris
History of contributions
Latest blogs Post a blog
- On pricing illiquid derivatives other financial toxic waste
by Joe McCauley (2:10 6 February 2012) - jExhywwleSUoOeZh
by ptwmhbzo (4:08 27 January 2012) - QYzDDtrsbRmuUxgoJ
by lmgoujp (11:08 26 January 2012) - jxIEanfqMHmvjSaCCu
by rixvzmkwqqn (2:23 24 January 2012) - IEofRYqjzq
by lmixgxzibgi (10:14 24 January 2012)
Popular papers 
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On return-volatility correlation in financial dynamics (30 downloads)
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Cross-correlation in financial dynamics (27 downloads)
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Machine Learning Markets (21 downloads)
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Machine Learning Markets (56 views)
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Cross-correlation in financial dynamics (26 views)
Active users
Recent comments
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Godfrey, if the market is essenti...
by Philip Obazee (16 January) -
this is really interesting! in my...
by unterhd6 (22 November) -
I am far less enthusiastic about ...
by Joe McCauley (10 November) -
So many missing detais, such as s...
by liyu (4 November) -
Can anyone share thoughts with me...
by liyu (3 November)
