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)
Categories (categorize this paper)
Options
 Save to my reading list
Follow the author(s)
My bibliography
Export citation
Find it on Scholar
Edit this record
Mark as duplicate
Revision history Request removal from index
 
Download options
PhilPapers Archive


Upload a copy of this paper     Check publisher's policy on self-archival     Papers currently archived: 10,561
External links
Setup an account with your affiliations in order to access resources via your University's proxy server
Configure custom proxy (use this if your affiliation does not provide a proxy)
Through your library
References found in this work BETA

No references found.

Citations of this work BETA

No citations found.

Similar books and articles
James O. Horrigan (1987). The Ethics of the New Finance. Journal of Business Ethics 6 (2):97 - 110.
Aloy Soppe (2004). Sustainable Corporate Finance. Journal of Business Ethics 53 (1-2):213-224.
Analytics

Monthly downloads

Added to index

2011-05-22

Total downloads

8 ( #167,561 of 1,098,129 )

Recent downloads (6 months)

4 ( #78,521 of 1,098,129 )

How can I increase my downloads?

My notes
Sign in to use this feature


Discussion
Start a new thread
Order:
There  are no threads in this forum
Nothing in this forum yet.