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Modèles mathématiques et crise financière

Author

Listed:
  • Raphaël Douady

    (CNRS - Centre National de la Recherche Scientifique, CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

Abstract

Lorsque le monde de la finance s'est écroulé en août 2007 lors de la "crise des subprimes", puis en septembre 2008, suite à la faillite de Lehman Brothers, de nombreux doigts se sont pointés vers les mathématiciens. L'auteur de cet article propose une analyse fine et objective des causes de la crise. Il présente la théorie de l'équilibre général ainsi que la théorie de l'arbitrage, des modèles mathématiques sources des mathématiques financières.

Suggested Citation

  • Raphaël Douady, 2014. "Modèles mathématiques et crise financière," Post-Print hal-01479099, HAL.
    • Handle: RePEc:hal:journl:hal-01479099
    as

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