The analysis of seasonality in economics and the development of new seasonal adjustment procedures have been following new directions in the last twenty years. We study this question through the work performed at the Banque de France (Monetary Statistic and Studies Directorate) to compile new...

The price of an option should reflect the average value that a buyer receives for it, and also a risk premium. This report describes an empirical study for analysing these factors as a graphical and quantitative manner. The analysis focuses on the average difference between the price option and...

Compte tenu de l'importance de l'étude de la dépendance extrême, nous avons essayé de déterminer l'approche qui semble être la meilleure pour l'étude des risques extrêmes. Pour atteindre ce but, nous avons mené une étude du coefficient de dépendance de queue pour les trois approche :...