Show item record

dc.contributor.advisorGarcia, Renéfr
dc.contributor.authorFontaine, Jean-Sébastienfr
dc.date.accessioned2012-03-07T15:05:00Z
dc.date.available2012-03-07T15:05:00Z
dc.date.issued2009-09-03fr
dc.date.submitted2009fr
dc.identifier.urihttp://hdl.handle.net/1866/3025
dc.subjectÉconomie financièrefr
dc.subjectFinancial economicsfr
dc.subjectÉconométrie financièrefr
dc.subjectFinancial econometricsfr
dc.subjectPrime de liquiditéfr
dc.subjectLiquidity premiumfr
dc.subjectTaux d'intérêtsfr
dc.subjectInterest ratesfr
dc.subjectPrix d'optionfr
dc.subjectOption pricesfr
dc.subjectAsymétrie et prime de risquefr
dc.subjectSkewness and risk premiumfr
dc.titleTrois essais sur la liquidité : ses effets sur les primes de risque, les anticipations et l'asymétrie des risques financiersfr
dc.typeThèse ou mémoire / Thesis or Dissertationfr
etd.degree.disciplineSciences économiquesfr
etd.degree.grantorUniversité de Montréalfr
etd.degree.levelDoctorat / Doctoralfr
etd.degree.namePh. D.fr
dcterms.descriptionThèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal.fr
dcterms.languageengfr


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show item record

This document disseminated on Papyrus is the exclusive property of the copyright holders and is protected by the Copyright Act (R.S.C. 1985, c. C-42). It may be used for fair dealing and non-commercial purposes, for private study or research, criticism and review as provided by law. For any other use, written authorization from the copyright holders is required.