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Malaise dans la finance, malaise dans la mathématisation

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Author Info
Nicolas Bouleau () (CIRED - Centre international de recherche sur l'environnement et le développement - CIRAD : UMR56 - CNRS : UMR8568 - Ecole des Hautes Etudes en Sciences Sociales - Ecole Nationale des Ponts et Chaussées - Ecole Nationale du Génie Rural des Eaux et des Forêts)
Abstract

De nombreux facteurs ont été avancés pour expliquer la crise des subprimes et l'imprévoyance d'institutions financières pourtant compétentes. Parmi les raisons de fond, on a accusé la titrisation qui mettait sur le marché des produits financiers complexes attachés à des créances douteuses. Plusieurs commentateurs ont également suspecté l'hypermathématisation de la finance de faire illusion de scientificité. Nous reprenons cette question en la poussant plus loin sur le plan philosophique.

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Paper provided by HAL in its series Post-Print with number halshs-00374588_v1.

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Date of creation: 01 Feb 2009
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Publication status: Published, Esprit, 2009, 352, 37-50
Handle: RePEc:hal:journl:halshs-00374588_v1

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Related research
Keywords: marchés dérivés; couverture d'options; mesures de risque; VaR; queues de lois; interprétation;

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This page was last updated on 2010-1-7.


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