Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


Reset

Three Essays on Financial Innovation.

Capital Conditionnel, Complexité Financière, Contingent Capital, Derivatives, Finance des ménages, Finance publique, Financial Complexity, Financial Innovation, Financial Institutions, Household Finance, Innovation Financière, Institutions Financières, Produits dérivés, Public Finance

The Counterparty Risk Exposure of ETF Investors.

Asset management, Derivatives, Optimal collateral portfolio, Systemic risk

Derivatives markets : from bank risk management to financial stability.

Central clearing, Compensation centrale, Derivatives, Financial intermediation, Intermédiation financière, Produits dérivés, Risque systémique, Systemic risk

Integration of Commodity Derivative Markets: Has It Gone Too Far?

Centrality, Commodity markets, Derivatives, Financial crises, Graph theory, Market integration, Minimum spanning tree

Contributions to distribution function kernel estimation with applications to economics and management.

Approximation polynomial locale, Courbe de Lorenz, Dérivatives, Dérivées successives, Estimation à noyau non paramétrique, Fonctionnelles de la fonction de répartition, Functionals of the distribution function, Hazard rate function, Local polynomial approximation, Lorenz curve, Modèle à intensité multiplicative, Multiplicative intensity point process model, Nonparametric kernel estimation, Scaled total time on test transform curve, Taux de hasard, Temps total de test normalisé

Longevity risk management and valuation of derivative products.

Couverture, Derivatives, Dérivés de longévité, Esscher transform, Hedging, Jumps, Longevity/mortality risk, Modèles de mortalité, Mortality models, Risque de longévité / mortalité, Sauts, Transformées de Esscher, Transformées de Wang, Wang transform

Contribution to the legal study of the securitization operation.

Assurance, Banks' financial ratios, Contractual grouping, Credit, Crédit, Derivatives, Dérivés, Ensemble contractuel, Information, Insurance, Opération, Prudential, Prudentiel, Ratio bancaires, Retention, Rétention, Securization, Titrisation, Transaction