Concept
Marché à terme
Publications associées (32)
Closed form approximation methods for portfolio valuation and risk management
In this thesis we present three closed form approximation methods for portfolio valuation and risk management.The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and EP ...
EPFL2023Relic Gravitational Waves from the Chiral Magnetic Effect
Relic gravitational waves (GWs) can be produced by primordial magnetic fields. However, not much is known about the resulting GW amplitudes and their dependence on the details of the generation mechanism. Here we treat magnetic field generation through the ...
IOP PUBLISHING LTD2021Mobile futures through present behaviours and discourses
In mobility studies, the purposes of scientific methods are generally the description and better understanding of the present and the past. There is a gap between such approaches and the need planners have to orientate action toward the future in the short ...
Routledge2020Trading mechanisms in over-the-counter markets
In the chapter ``When to Introduce Electronic Trading Platforms in Over-the-Counter Markets?'' An equilibrium in a market is determined in which traders have the choice between using an electronic platform with a request-for-quote protocol or calling a dea ...
EPFL2020Exchange Rate Analysis by Nonlinear Time Series Method
A financial data analysis using the time series method has been performed. At the same time a correct interpretation of daily exchange rates fluctuations, for Eur foreign currencies is presented. The fractal dimension evaluation has been performed using th ...
AMER INST PHYSICS2020