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Publications associées (26)

Essays on Mortgage Supply in a Low Rate Environment and Gender Effects of Covid-19

After the financial crisis, policy rates in the major advanced economies have moved downwards to near/below zero. Some countries have experienced an increase in house prices and an expansion of mortgages. Also, there have been considerable changes in the m ...

EPFL2021

Linear Stochastic Dividend Model

Sander Félix M Willems

In this paper, we propose a new model for pricing stock and dividend derivatives. We jointly specify dynamics for the stock price and the dividend rate such that the stock price is positive and the dividend rate nonnegative. In its simplest form, the model ...

WORLD SCIENTIFIC PUBL CO PTE LTD2020

Informed Trading in the Stock Market and Option Price Discovery

Pierre Collin Dufresne

When activist shareholders file Schedule 13D filings, the average excess return on target stocks is 6% and stock price volatility drops by about 10%. Prior to filing days, volatility (price) information is reflected in option (stock) prices. Using a compre ...

2021

Joinery Solver for Whole Timber Structures

Yves Weinand, Petras Vestartas

This paper presents a digital joinery generation method for whole-timber structures using wood-wood connections. The research is based on a collaboration with a local timber company located in a mountain area [1]. In this context, there is a need to explor ...

2020

Optimum design of frame structures from a stock of reclaimed elements

Corentin Jean Dominique Fivet, Gennaro Senatore, Jan Friedrich Georg Brütting

This paper presents optimization methods to design frame structures from a stock of existing elements. These methods are relevant when reusing structural elements over multiple service lives. Reuse has the potential to reduce the environmental impact of bu ...

2020

The triangular value of patents

Albina Khairullina

This thesis addresses the question of a patent value from three different angles. It comprises three papers on the patent valuation methods. The patent valuation issues are well-known to the world of research and practice. However, the debates over what th ...

EPFL2020

Optimum design of low environmental impact structures through component reuse

Jan Friedrich Georg Brütting

Load-bearing systems (structures) in buildings and infrastructure contribute to a significant share of adverse environmental impacts (EI) because of resource- and energy-intensive fabrication. A currently overlooked circular economy strategy to reduce EI i ...

EPFL2020

Form follows availability – Designing structures through reuse

Corentin Jean Dominique Fivet, Gennaro Senatore, Jan Friedrich Georg Brütting

This work proposes a new direction in structural design: the synthesis of structures through the reuse of elements. Reusing structural elements reduces the environmental impacts of building structures because it avoids sourcing new material, it reduces was ...

International Center for Numerical Methods in Engineering (CIMNE)2019

Product Market Competition and Option Prices

Erwan Morellec

Most firms face some form of competition in product markets. The degree of competition a firm faces feeds back into its cash flows and affects the values of the securities it issues. Through its effects on stock prices, product market competition affects t ...

OXFORD UNIV PRESS INC2019

Form follows availability - Designing structures through reuse

Corentin Jean Dominique Fivet, Gennaro Senatore, Jan Friedrich Georg Brütting

2019