In this article we present an introduction to various Filtering algorithms and some of their applications to the world of Quantitative Finance. We shall first mention the fundamental case of Gaussian noises where we obtain the well-known Kalman Filter. Because of common nonlinearities, we will...

Selon le principe de la muraille de Chine, les activités de gestion doivent pouvoir s’organiser de manière totalement indépendante des activités du dépositaire. En pratique, le principe de cloisonnement entre les activités du dépositaire et celles de la SGP peut apparaître comme une...

Recently, the concept of real options had raised in popularity among scholars. Although, real options allow to analyze measure and value uncertainty which are critical steps in decision making, real options are scarcely used in practice. The complexity of the concept is one of the main reasons...

The recruitment and integration of graduates into organizations will become a strategic issue after 2006, given the anticipated skill shortage on the labour market. Investing to better recruit is one answer, but such expenses will be lost if employee loyalty decreases. This paper suggests a...

While a significant proportion of French people (38%) reports having recovered objects thrown away or deposited on the sidewalk, the objective of this article is to provide a better understanding of how certain practices of gleaning bulky objects (freely decided rather than dictated by...