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Derivative pricing and hedging on carbon market
The aim of this work is to bring an econometric approach upon the CO2 market. We identify the specificities of this market, and analyze the carbon as a commodity. We... -
Weather risk management using insurance derivatives
This thesis focuses on the weather risk management by using weather derivatives. The work done in this thesis is a contribution to statistics, econometric and... -
Resource access fairness in best-effort shared systems
Over the last ten years, the IT services industry has gone through major transformations, to comply with customers ever-growing needs in terms of availability,...
