Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Concept

Modélisation financière

Publications associées (24)

Pricing interest rate, dividend, and equity risk

Sander Félix M Willems

This thesis studies the valuation and hedging of financial derivatives, which is fundamental for trading and risk-management operations in financial institutions. The three chapters in this thesis deal with derivatives whose payoffs are linked to interest ...

EPFL2019

Active surfaces selection method for building-integrated photovoltaics (BIPV) in renovation projects based on self-consumption and self-sufficiency

Emmanuel Rey, Sophie Lufkin, Sergi Aguacil Moreno

In light of the Paris Agreement’s objectives and the related European and Swiss goals of decarbonising the built environment, the importance, relevance, and potential benefits of integrating Building-Integrated Photovoltaic (BIPV) within building renovatio ...

2019

Acquirers and Financial Constraints - Theory and Evidence from Emerging Markets

Christian Pröbsting

Financial crises in emerging market economies induce diverging patterns of ownership stakes and subsequent divestiture rates among domestic and foreign acquirers. We rationalize these empirical findings in a tractable model where domestic acquirers are sub ...

2021

Code Generation in Computational Neuroscience: A Review of Tools and Techniques

Pramod Shivaji Kumbhar

Advances in experimental techniques and computational power allowing researchers to gather anatomical and electrophysiological data at unprecedented levels of detail have fostered the development of increasingly complex models in computational neuroscience ...

2018