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Des mathématiques financières à la finance quantitative : Évolution récente des modèles mathématiques utilisés par les financiers

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  • Jean-François Boulier
  • Christian Gouriéroux

Abstract

[fre] Le développement récent des marchés financiers s'est accompagné d'une utilisation croissante de techniques et de modèles mathématiques. Dans cet article, nous discuterons le pourquoi d'une telle évolution, en essayant de dégager les apports principaux de cette mathématisation, et les vraisemblables réorientations de ces techniques vers des approches plus structurelles et plus individualisées. [eng] From financial mathematics to quantitative finance : Recent development of mathematical models used by financiers . Recent developments in financial markets have been made possible by the increasing use of mathematical and technical models. In this article, we shall discuss the reasons of this evolution, trying to draw the main contributions of such a mathematical approach, and the plausible reorientations of these techniques towards more structural and individualised approaches.

Suggested Citation

  • Jean-François Boulier & Christian Gouriéroux, 1995. "Des mathématiques financières à la finance quantitative : Évolution récente des modèles mathématiques utilisés par les financiers," Revue d'Économie Financière, Programme National Persée, vol. 32(1), pages 167-182.
    • Handle: RePEc:prs:recofi:ecofi_0987-3368_1995_num_32_1_2169
    DOI: 10.3406/ecofi.1995.2169
    Note: DOI:10.3406/ecofi.1995.2169
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