Name: Quand la société rebat les cartes du travail
Start: 2024-04-27T14:00:00+02:00
End: 2024-04-27T15:30:00+02:00
Location: Cité de l’Economie

Fulvio PEGORARO
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Affine modeling of credit risk, pricing of credit events, and contagion

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Monfort A,Pegoraro F,Renne JP,Roussellet G

Management Science, 2021

Catherine BOBTCHEFF (PSE) – “Information disclosure in preemption races: Blessing or (winner’s) curse?” (with Raphaël Lévy and Thomas Mariotti)

Julien Thavard (Université de Lorraine) “Climate change and Banking stability: evidence for Latin America through Strong ENSO”

Frederick VAN DER PLOEG (University of Oxford) “Pricing in transition and physical risks: challenges for climate policy “

Quand la société rebat les cartes du travail

Fulvio PEGORARO

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Affine modeling of credit risk, pricing of credit events, and contagion

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Catherine BOBTCHEFF (PSE) – “Information disclosure in preemption races: Blessing or (winner’s) curse?” (with Raphaël Lévy and Thomas Mariotti)

Julien Thavard (Université de Lorraine) “Climate change and Banking stability: evidence for Latin America through Strong ENSO”

Frederick VAN DER PLOEG (University of Oxford) “Pricing in transition and physical risks: challenges for climate policy “

Quand la société rebat les cartes du travail

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Affine modeling of credit risk, pricing of credit events, and contagion