Publication

Agency conflicts and risk management

Publications associées (27)

Essays in Empirical Corporate Finance

This dissertation consists of three chapters. The first chapter examines whether the availability of credit default swaps (CDS) has consequences for creditor governance. CDSs offer creditors the opportunity to hedge credit risk and may impact their willing ...

EPFL2015

Enhancement and application of a risk assessment technique for research and teaching laboratories

David Nicolas Plüss

Risk management became an important element of the modern society. Being aware of risks and take appropriate actions to handle them are crucial elements in most industries, especially the ones for which the consequences of undesired events reach disastrous ...

EPFL2015

Energy Efficiency Valuation and Mortgage's Implicit Insurance

Philippe Bélanger

This thesis has two objectives. The first objective is to better understand the value of energy efficiency in buildings and its relationship to secondary market real estate prices. The second objective is to understand the cost of the implied insurance inc ...

EPFL2015

Three Essays on Asset Pricing

Emmanuel Leclercq

In the first chapter,which is a joint work with Mathieu Cambou and Philippe H.A. Charmoy, we study the distribution of the hedging errors of a European call option for the delta and variance-minimizing strategies. Considering the setting proposed by Heston ...

EPFL2014

Pricing and hedging of inflation-indexed bonds in an affine framework

Damir Filipovic

This study deals with the pricing and hedging of inflation-indexed bonds. Under foreign exchange analogy we model the nominal short rate, real short rate and logarithm of the price index with an afflne Gaussian process. Using the underlying affine property ...

Elsevier2014

Assessment of the ITER high-frequency magnetic diagnostic set

Thomas Maeder, René Chavan, Jonathan Bryan Lister, Jean-Marc Moret, Albert Perez, Gilbert Tonetti, Duccio Testa, Francisco Sanchez, Jérôme Guterl, Matthieu Toussaint

The ITER high-frequency (HF) magnetic diagnostic system has to provide essential measurements of MHD instabilities with vertical bar delta B-MEAS/B-POL vertical bar similar to 10(-4) (similar to 1 G) for frequencies up to 2 MHz to resolve toroidal mode num ...

Elsevier2011

Assessment of the ITER High-Frequency Magnetic Diagnostic Set

Thomas Maeder, René Chavan, Jonathan Bryan Lister, Jean-Marc Moret, Albert Perez, Gilbert Tonetti, Duccio Testa, Francisco Sanchez, Jérôme Guterl, Matthieu Toussaint

The ITER high-frequency (HF) magnetic diagnostic system has to provide essential measurements of MHD instabilities with |deltaBmeas/BPOL|~1e-4 (~1G) for frequencies up to 2MHz to resolve toroidal mode numbers (n) in the range |n|=10 to |n|=50. A review of ...

2011