Pub Date : 2020-11-04DOI: 10.1051/978-2-7598-0866-3.c006
{"title":"4 Théorie du non-arbitrage","authors":"","doi":"10.1051/978-2-7598-0866-3.c006","DOIUrl":"https://doi.org/10.1051/978-2-7598-0866-3.c006","url":null,"abstract":"","PeriodicalId":437991,"journal":{"name":"Mathématiques des marchés financiers","volume":"157 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133550496","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-11-04DOI: 10.1051/978-2-7598-0866-3.c004
{"title":"2 Risque de crédit et marché du crédit","authors":"","doi":"10.1051/978-2-7598-0866-3.c004","DOIUrl":"https://doi.org/10.1051/978-2-7598-0866-3.c004","url":null,"abstract":"","PeriodicalId":437991,"journal":{"name":"Mathématiques des marchés financiers","volume":"121 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116044012","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-11-04DOI: 10.1051/978-2-7598-0866-3.c008
{"title":"6 Modèles de volatilité","authors":"","doi":"10.1051/978-2-7598-0866-3.c008","DOIUrl":"https://doi.org/10.1051/978-2-7598-0866-3.c008","url":null,"abstract":"","PeriodicalId":437991,"journal":{"name":"Mathématiques des marchés financiers","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128760638","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-11-04DOI: 10.1051/978-2-7598-0866-3.c007
{"title":"5 Le modèle de Black-Scholes","authors":"","doi":"10.1051/978-2-7598-0866-3.c007","DOIUrl":"https://doi.org/10.1051/978-2-7598-0866-3.c007","url":null,"abstract":"","PeriodicalId":437991,"journal":{"name":"Mathématiques des marchés financiers","volume":"133 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127365715","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}