Essays in Mathematical Finance and in the Epistemology of Finance / Essais en Finance Mathématique et en Epistémologie de la Finance
|Abstract||The goal of this thesis in finance is to combine the use of advanced mathematical methods with a return to foundational economic issues. In that perspective, I study generalized rational expectations and asset pricing in Chapter 2, and a converse comparison principle for backward stochastic differential equations with jumps in Chapter 3. Since the use of stochastic methods in finance is an interesting and complex issue in itself - if only to clarify the difference between the use of mathematical models in finance and in physics or biology - I also present a philosophical reflection on the interpretation of mathematical models in finance (Chapter 4). In Chapter 5, I conclude the thesis with an essay on the history and interpretation of mathematical probability - to be read while keeping in mind the fundamental role of mathematical probability in financial models|
|Keywords||No keywords specified (fix it)|
|Through your library||Only published papers are available at libraries|
Similar books and articles
Alon Brav, J. B. Heaton & Alexander Rosenberg (2004). The Rational-Behavioral Debate in Financial Economics. Journal of Economic Methodology 11 (4):393-409.
John Raymond Boatright (2008). Ethics in Finance. Blackwell Pub..
James O. Horrigan (1987). The Ethics of the New Finance. Journal of Business Ethics 6 (2):97 - 110.
W. J. Sartain (1940). Ancient Finance Charles Jesse Bullock: Politics, Finance, and Consequences. A Study of the Relations Between Politics and Finance in the Ancient World with Special Reference to the Consequences of Sound and Unsound Policies. (Harvard Economic Studies, 65.) Pp. Viii+ 212. Cambridge, Mass.: Harvard University Press (London: Milford), 1939. Cloth, $2.50 or 10s. 6d. [REVIEW] The Classical Review 54 (02):105-106.
Aloy Soppe (2004). Sustainable Corporate Finance. Journal of Business Ethics 53 (1-2):213-224.
Pythagoras Petratos (2005). Does the Private Finance Initiative Promote Innovation in Health Care? The Case of the British National Health Service. Journal of Medicine and Philosophy 30 (6):627 – 642.
Roger Hussey & George Lan (2001). An Examination of Auditor Independence Issues From the Perspectives of U.K. Finance Directors. Journal of Business Ethics 32 (2):169 - 178.
Claire Holleran (2008). Roman Finance (D.) Jones The Bankers of Puteoli. Finance, Trade and Industry in the Roman World. Pp. 288, Figs, Ill, Pls. Stroud: Tempus, 2006. Paper, £19.99. ISBN: 978-0-7524-3594-. [REVIEW] The Classical Review 58 (02):538-.
Richard A. Bernardi, Michael R. Melton, Scott D. Roberts & David F. Bean (2008). Fostering Ethics Research: An Analysis of the Accounting, Finance and Marketing Disciplines. Journal of Business Ethics 82 (1):157 - 170.
Andreas R. Prindl & B. Prodhan (eds.) (1994). Ethical Conflicts in Finance. Blackwell Finance.
A. Bernardi Richard, R. Melton Michael, D. Roberts Scott & F. Bean David (2008). Fostering Ethics Research: An Analysis of the Accounting, Finance and Marketing Disciplines. Journal of Business Ethics 82 (1).
Bert Scholtens (2006). Finance as a Driver of Corporate Social Responsibility. Journal of Business Ethics 68 (1):19 - 33.
Richard P. Nielsen (2008). The Private Equity-Leveraged Buyout Form of Finance Capitalism. Business Ethics Quarterly 18 (3):379-404.
Added to index2011-05-22
Total downloads2 ( #232,265 of 548,984 )
Recent downloads (6 months)0
How can I increase my downloads?