Affine and generalized affine models : Theory and applications

Feunou Kamkui, Bruno

dc.contributor.advisor	Meddahi, Nour	fr
dc.contributor.advisor	Garcia, René	fr
dc.contributor.author	Feunou Kamkui, Bruno	fr
dc.date.accessioned	2012-03-07T15:04:59Z
dc.date.available	2012-03-07T15:04:59Z
dc.date.issued	2009-09-03	fr
dc.date.submitted	2009	fr
dc.identifier.uri	http://hdl.handle.net/1866/3023
dc.subject	Modèles affines	fr
dc.subject	Affine models	fr
dc.subject	Fonction cumulant	fr
dc.subject	Cumulant function	fr
dc.subject	Structure à terme des taux d'intérêt	fr
dc.subject	Term structure of interest rates	fr
dc.subject	VARMA	fr
dc.subject	Varma	fr
dc.subject	Prix du risque	fr
dc.subject	Price of risk	fr
dc.subject	GARCH	fr
dc.subject	GARCH	fr
dc.subject	Principe d'évaluation risque-neutre	fr
dc.subject	Risk-neutral valuation	fr
dc.subject	Absence d'arbitrage	fr
dc.subject	No-arbitrage	fr
dc.subject	Innovations non-normales	fr
dc.subject	Non-normal innovations	fr
dc.subject	Volatilité stochastique	fr
dc.subject	Stochastic volatility	fr
dc.subject	Asymétrie stochastique	fr
dc.subject	Stochastic skewness	fr
dc.subject	Effet de levier	fr
dc.subject	Lever-age effect	fr
dc.subject	Méthode des moments généralisée	fr
dc.subject	GMM	fr
dc.title	Affine and generalized affine models : Theory and applications	fr
dc.type	Thèse ou mémoire / Thesis or Dissertation	fr
etd.degree.discipline	Sciences économiques	fr
etd.degree.grantor	Université de Montréal	fr
etd.degree.level	Doctorat / Doctoral	fr
etd.degree.name	Ph. D.	fr
dcterms.description	Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal.	fr
dcterms.language	eng	fr

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