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Les configurations de contrôle dans les relations client-fournisseur – Environnement, organisation du client, finalités et modalités du contrôle

Nogatchewsky, Gwenaëlle - Université Paris-Dauphine (Paris IX) - 2005

studies. Four buyer-supplier control configurations are proposed in a matrix according to the reciprocal dependence between …

Persistent link: https://www.econbiz.de/10011072109

Control configurations in buyer-supplier relationships: environment- buyer organisation- goals and modes of control

Nogatchewsky, Gwenaëlle - Université Paris-Dauphine (Paris IX) - 2005

buying firm (in terms of reciprocal dependence between the buyer and its suppliers). For each configuration, a type of …

Persistent link: https://www.econbiz.de/10011072161

Les modes de contrôle entre clients et fournisseurs

Nogatchewsky, Gwenaëlle - Université Paris-Dauphine (Paris IX) - 2002

process or on behaviour), depending on the power - dependence relationship with its supplier. Moreover, the development of …

Persistent link: https://www.econbiz.de/10011072493

Copulas and bivariate Risk measures : an application to hedge funds

Bedoui, Rihab; Ben Dbabis, Makram - Université Paris-Dauphine (Paris IX) - 2009

.Otherwise, copulas are a statistic tool to model the dependence in a realistic and less restrictive way,taking better account of the … stylized facts in ﬁnance.This paper is a practical implementation of the copulas theory to model dependence between differen … bivariate VaR level curves and to study extremal dependence between hedgefunds strategies and share index returns through the …

Persistent link: https://www.econbiz.de/10011074324

Concurrence, prix et qualité de la prise en charge en EHPAD en France : Analyses micro-économétriques

Martin, Cécile - Université Paris-Dauphine (Paris IX) - 2014

High prices and insufficient quality of care are observed in nursing homes in France. Reforms are currently under discussion, but governments are facing a dilemma : any measure of price cut is likely to affect quality and any improvement in quality would probably be inflationary. This work...

Persistent link: https://www.econbiz.de/10011074680

Measuring the law: Sécurité juridique as a watermark

Raynouard, Arnaud; Kerhuel, Anne-Julie - Université Paris-Dauphine (Paris IX) - 2011

applicability of rules that fall within the corpus of the law, the predictability of legal solutions and the substantive guarantee …

Persistent link: https://www.econbiz.de/10010708389

Instrument financier dérivé et gestion du risque

Benseghir, Mohamed El Medhi - Université Paris-Dauphine (Paris IX) - 2014

From 1970s, the questioning of the monetary system of the fixed parities causes the appearance of new risks on markets, and leads financial players to look for new techniques to master the effects: the first derivative financial instruments arise from this will. However, at the time of...

Persistent link: https://www.econbiz.de/10011246087

Bilateral exposures and systemic solvency risk

Gouriéroux, Christian; Héam, Jean-Cyprien; Monfort, Alain - Université Paris-Dauphine (Paris IX) - 2012

exogenous and endogenous default dependence. We prove the existence and uniqueness of the liquidation equilibrium, we study the …

Persistent link: https://www.econbiz.de/10011265532

Liquidation equilibrium with seniority and hidden CDO

Gouriéroux, Christian; Héam, Jean-Cyprien; Monfort, Alain - Université Paris-Dauphine (Paris IX) - 2013

The aim of our paper is to price credit derivatives written on a single name when this name is a bank. Indeed, due to the special structure of the balance sheet of a bank and to the interconnections with other institutions of the financial system, the standard pricing formulas do not apply and...

Persistent link: https://www.econbiz.de/10011265539

Analyse et mesure du risque systémique

Héam, Jean-Cyprien - Université Paris-Dauphine (Paris IX) - 2015

This thesis contributes to the analysis and measure of systemic risk through four chapters. In the first chapter, we discuss the notion of systemic risk and detail the methodological issues of modeling. The second chapter proposes a structural model of solvency contagion. Within an equilibrium...

Persistent link: https://www.econbiz.de/10011265545