-
1Dissertation/ Thesis
المؤلفون: Sopgoui Mbeukam, Lionel
المساهمون: Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité), Department of Mathematics Imperial College London, Imperial College London, This research is part of the PhD thesis in Mathematical Finance of Lionel Sopgoui whose works are funded by a CIFRE grant n° 2021/0296 from BPCE S.A. The opinions expressed in this research are those of the authors and are not meant to represent the opinions or official positions of BPCE S.A., Université Paris Cité, Jean-François Chassagneux, Antoine Jacquier
المصدر: https://hal.science/tel-04882729 ; Quantitative Finance [q-fin]. Université Paris Cité, 2024. English. ⟨NNT : ⟩.
مصطلحات موضوعية: Firm valuation, Risk measures, Credit risk, Climate risk, Collateral, Stochastic modelling, Transition risk, Carbon price, Risque de crédit, Risque climatique, Collatéral, Modélisation stochastique, Risque de transition climatique, Mesures de risque, Valorisation d'entreprise, 91G40, 91B70, 91G30, JEL: B - History of Economic Thought, Methodology, and Heterodox Approaches/B.B1 - History of Economic Thought through 1925/B.B1.B16 - Quantitative and Mathematical, JEL: D - Microeconomics/D.D5 - General Equilibrium and Disequilibrium, JEL: G - Financial Economics/G.G0 - General/G.G0.G01 - Financial Crises, JEL: G - Financial Economics/G.G3 - Corporate Finance and Governance/G.G3.G32 - Financing Policy • Financial Risk and Risk Management • Capital and Ownership Structure • Value of Firms • Goodwill, JEL: Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q5 - Environmental Economics/Q.Q5.Q54 - Climate • Natural Disasters and Their Management • Global Warming, [QFIN]Quantitative Finance [q-fin]
-
2Dissertation/ Thesis
المؤلفون: Sopgoui Mbeukam, Lionel
المساهمون: Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité), Department of Mathematics Imperial College London, Imperial College London, This research is part of the PhD thesis in Mathematical Finance of Lionel Sopgoui whose works are funded by a CIFRE grant n° 2021/0296 from BPCE S.A. The opinions expressed in this research are those of the authors and are not meant to represent the opinions or official positions of BPCE S.A., Université Paris Cité, Jean-François Chassagneux, Antoine Jacquier
المصدر: https://hal.science/tel-04882729 ; Quantitative Finance [q-fin]. Université Paris Cité, 2024. English. ⟨NNT : ⟩.
مصطلحات موضوعية: Firm valuation, Risk measures, Credit risk, Climate risk, Collateral, Stochastic modelling, Transition risk, Carbon price, Risque de crédit, Risque climatique, Collatéral, Modélisation stochastique, Risque de transition climatique, Mesures de risque, Valorisation d'entreprise, 91G40, 91B70, 91G30, JEL: B - History of Economic Thought, Methodology, and Heterodox Approaches/B.B1 - History of Economic Thought through 1925/B.B1.B16 - Quantitative and Mathematical, JEL: D - Microeconomics/D.D5 - General Equilibrium and Disequilibrium, JEL: G - Financial Economics/G.G0 - General/G.G0.G01 - Financial Crises, JEL: G - Financial Economics/G.G3 - Corporate Finance and Governance/G.G3.G32 - Financing Policy • Financial Risk and Risk Management • Capital and Ownership Structure • Value of Firms • Goodwill, JEL: Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q5 - Environmental Economics/Q.Q5.Q54 - Climate • Natural Disasters and Their Management • Global Warming, [QFIN]Quantitative Finance [q-fin]