Corporate Finance, Asset Returns, and Credit Risk

Chattez avec Graph Search

Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.

AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.

This thesis studies the origins and consequences of financial crises, and computational techniques to solve continuous-time economic models that explain such crises. The first chapter shows that financial recessions are typically characterised by a large ...

In this thesis we present three closed form approximation methods for portfolio valuation and risk management. The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and ...

Operation of a tokamak device requires the coordinated operation of a multitude of systems. The sequence of operations during a discharge is both too complex and fast for human interaction. A common way of operation is a predefined sequence of operations w ...

This thesis is inscribed in the recent efforts to reconnect urban planning and public health. It focused on the context of sub-Saharan African cities, for they offer invaluable lessons regarding environmental health determinants and potential solutions to ...

Nowadays, usage-based acquisition models for e-books, as PDA and EBA, are quite spread and allow libraries to offer wider collections, without acquiring them. A PDA with Ebook Central was implemented in 2019 and a first EBA with Wiley in 2021. The EPFL Lib ...

With the overall goal of reducing the numerical burden of uncertainty quantification involved in seismic risk assessments, this paper examines opportunities for assessment of seismic collapse capacity and risk using data-driven surrogates as a complement t ...

Coronary heart disease (CHD) is one of the most pressing health problems of our time and a major cause of preventable death. CHD results from complex interactions between genetic and environmental factors. Using multiplex serological testing for persistent ...

This thesis consists of three applications of machine learning techniques to risk management. The first chapter proposes a deep learning approach to estimate physical forward default intensities of companies. Default probabilities are computed using artifi ...

The modeling of the probability of joint default or total number of defaults among the firms is one of the crucial problems to mitigate the credit risk since the default correlations significantly affect the portfolio loss distribution and hence play a sig ...

We propose a framework to find optimal price-based policies to regulate markets characterized by oligopolistic competition and in which consumers make a discrete choice among a finite set of alternatives. The framework accommodates general discrete choice ...

This thesis consists of two chapters that study separate subjects in the area of corporate finance. The first chapter, titled â Economic Gains in Bank Mergers and Acquisitions â Evidence from Targetsâ , investigates economic gains in bank mergers and ...

We develop a methodology to measure the expected loss of commercial banks in a market downturn, which we call stressed expected loss (SEL). We simulate a market downturn as a negative shock on interest rate and credit market risk factors that reflect the b ...

Corporate Finance, Asset Returns, and Credit Risk

Chattez avec Graph Search

Essays in macro-finance and deep learning

Closed form approximation methods for portfolio valuation and risk management

Dynamic pulse scheduling in ASDEX Upgrade: Disruption avoidance and investigation of the H-Mode density limit

Relating health benefits of water, sanitation, and hygiene services with the context of urban informal settlements: lessons from Côte d'Ivoire and Kenya

Patron-Driven Acquisition et Evidence-Based Acquisition: Comment implémenter ces modèles afin d’étendre l’offre documentaire dans une bibliothèque ?

Surrogate modelling for seismic collapse risk assessment of steel moment resisting frames

Associations of genetic and infectious risk factors with coronary heart disease

Financial Risk Management with Machine Learning

A contagion process with self-exciting jumps in credit risk applications

Price-based regulation of oligopolistic markets under discrete choice models of demand

Essays in Financial Economics

Predicting the stressed expected loss of large US banks