Contributions to bond price modeling.

Summary The modeling of bond prices is the subject of this thesis. Our results concern two types of problems: (i) the valuation of bonds in the framework of Gaussian general equilibrium models. (ii) the valuation of private sector bonds in the framework of arbitrage pricing models. The four chapters of the paper lead us to: (i) establish new formulas for the valuation of bond products, (ii) analyze simultaneously the issuer's default risk and the interest rate risk, (iii) introduce a new methodology for the valuation of optionals based on a variational approach, (iv) study empirically the price of private sector bonds