3rd cycleChapter 1, Single Period Securities Markets * Model Specifications * Arbitrage and Other Economic Considerations * Risk Neutral Probability Measures * Valuation of Contingent Claims * Complete and Incomplete Markets * Risk and Retur
The purpose of the Phd is to analyze questions raised by short-termism in takevoer bids. As a matter...
This thesis deals with three problems of financial mathematics in the markets with proportional tran...
Periods of deep risk aversion are usually marked by sizeable distortions in market prices, and subst...
3rd cycleChapter 1, Single Period Securities Markets * Model Specifications * Arbitrage and Other Ec...
La crise financière 2007-2008 a suscité une profusion de réactions et d'explications : on a évoqué l...
Pushing farther some ideas of Antoine Augustin Cournot (1801-1877) and of Jacques Lacan (1901-1981) ...
Risk aversion is the well documented psychological bias that makes us refuse to participate in zero-...
One of the problems in testing the validity of the two-parameter CAPM is the determination of...
Precautionary savings have been advanced as one of the main drivers of wealth accumulation. However ...
International audienceL'étude du remplacement du dirigeant emblématique de l'entreprise Carrefour, a...
This paper is the eleventh chapter of a book forthcoming in January 2007 under the title Histoire du...
URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/CESFramDP2010.htmDocuments de travail...
National audienceNon seulement les organismes financiers se disputent les meilleurs mathématiciens m...
Cette contribution a été présentée dans le cadre du Colloque « Pour un droit des PME » organisé par ...
Pour comprendre comment se font les atteintes à l'environnement, la notion de risque doit être étudi...
The purpose of the Phd is to analyze questions raised by short-termism in takevoer bids. As a matter...
This thesis deals with three problems of financial mathematics in the markets with proportional tran...
Periods of deep risk aversion are usually marked by sizeable distortions in market prices, and subst...
3rd cycleChapter 1, Single Period Securities Markets * Model Specifications * Arbitrage and Other Ec...
La crise financière 2007-2008 a suscité une profusion de réactions et d'explications : on a évoqué l...
Pushing farther some ideas of Antoine Augustin Cournot (1801-1877) and of Jacques Lacan (1901-1981) ...
Risk aversion is the well documented psychological bias that makes us refuse to participate in zero-...
One of the problems in testing the validity of the two-parameter CAPM is the determination of...
Precautionary savings have been advanced as one of the main drivers of wealth accumulation. However ...
International audienceL'étude du remplacement du dirigeant emblématique de l'entreprise Carrefour, a...
This paper is the eleventh chapter of a book forthcoming in January 2007 under the title Histoire du...
URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/CESFramDP2010.htmDocuments de travail...
National audienceNon seulement les organismes financiers se disputent les meilleurs mathématiciens m...
Cette contribution a été présentée dans le cadre du Colloque « Pour un droit des PME » organisé par ...
Pour comprendre comment se font les atteintes à l'environnement, la notion de risque doit être étudi...
The purpose of the Phd is to analyze questions raised by short-termism in takevoer bids. As a matter...
This thesis deals with three problems of financial mathematics in the markets with proportional tran...
Periods of deep risk aversion are usually marked by sizeable distortions in market prices, and subst...