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The dynamics of the term structure of interest rates : an independent compone...
This dataset has no description
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Property derivative price dynamic and statistical features
Despite the fact that real estate is the largest asset class in our economy, it is one of the few that do not have a mature derivatives market. Recent academic studies... -
Permanent and transitory factors affecting the dynamics of the term structure...
This dataset has no description
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Stress-Test Exercises and the Pricing of Very Long-Term Bonds
In the first part of this thesis, we introduce a new methodology for stress-test exercises. Our approach allows to consider richer stress-test exercises, which assess...
