Essays in mathematical finance and in the epistemology of finance

Essays in mathematical finance and in the epistemology of finance

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 differen...

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Bibliographic Details
Main Author: De Scheemaekere, Xavier
Other Authors: Pirotte, Hugues
Format: Doctoral Thesis
Language:en
Published: Universite Libre de Bruxelles 2011
Subjects:
Economie
Finance > Mathematical models
Finance > Philosophy
Finances > Modèles mathématiques
Finances > Philosophie
équations différentielles stochastiques
philosophie des mathématiques dans les sciences s
philosophy of probability
philosophy of mathematics in the social sciences
comparison theorem
rational expectations
stochastic differential equations
asset pricing
théorème de comparaison
anticipations rationelles
philosophie des probabilités
Online Access:http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209938

Internet

http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209938

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