par De Scheemaekere, Xavier 
Président du jury Gassner, Marjorie
Promoteur Pirotte, Hugues;Szafarz, Ariane
Publication Non publié, 2011-05-19
Président du jury Gassner, Marjorie
Promoteur Pirotte, Hugues
;Szafarz, Ariane Publication Non publié, 2011-05-19
Thèse de doctorat
| Résumé : | 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. |
