L’objet de cette cinquième journée d’économétrie organisée à l’Université Paris X – Nanterre est de rendre compte de tels développements en permettant à des chercheurs de présenter des travaux de recherche théoriques et/ou appliqués en économétrie de la finance. L’accent...

The goal of this 3 day workshop will be to gather researchers involved in this field in order to: - discuss recent advances in the field - create links between researchers working on various facets of these models - provide a platform for young researchers working in this field, and - point to...

The workshop will cover, from an interrelated perspective, three main themes: Theme 1: Aggregated models of economic behavior Theme 2: Disaggregated models of economic behavior and artificial societies Theme 3: Mastering complex problems in economics, finance, and management.

The development of increasingly complex financial products requires the use of advanced numerical methods. The purpose of the workshop is to present probabilistic and deterministic numerical methods for pricing, hedging, calibration of derivative products (on equities, interest rate, credit...