The aim of this paper is to analyze the social construction of a new financial market. A longitudinal qualitative study is used to describe the development of the market for credit derivatives over the 1996-2005 period. Special attention is given to the fact that the market is a transnational...

L'objectif de cet article est d'étudier le processus de construction sociale d'un nouveau marché financier. L'analyse qualitative longitudinale menée sur la période 1996-2005 concerne le développement du marché des dérivés de crédit, marché de gré à gré transnational. Comment ce...

Ce chapitre présente le domaine professionnel et la prise en compte des risques organisationnels, les résultats de recherche en risques organisationnels et le modèle d'identification des risques organisationnels à partir de la coordination.

Recueil d'exercices et de QCM corrigés pour faciliter l'acquisition des compétences minimales, dans le domaine de la finance internationale.

The last five years have witnessed a great momentum in the research into measures of financial risk. After many years of ad-hoc and non-consistent measures, now the problem is finally well formulated and some useful and very user-friendly solutions have been proposed. These new measures of risk...

Three processes reflecting persistence of volatility are initially formulated by evaluating three Lévy processes at a time change given by the integral of a mean-reverting square root process. The model for the mean-reverting time change is then generalized to include non-Gaussian models that...