Christian Walter
Chercheur associé au Laboratoire d'anthropologie politique (LAP-LACI, UMR 8177 CNRS-EHESS)
75%
Libre accès
36
Documents
Affiliations actuelles
- 1144678
Identifiants chercheurs
- christian-walter
- 0000-0002-2438-610X
- IdRef : 05980114X
- VIAF : 37132538
Site web
- https://epistemofinance.hypotheses.org/
Présentation
Christian Walter, ESSEC, actuary “agrégé” of the Institute of Actuaries, doctorate in Economics and “Habilitation à diriger des recherches” in Management Science. He specializes in financial markets related issues (mathematical, economic, philosophical and historical) with interplays between history of science, modern financial approaches of pricing and ethical perspectives. He had a 30 years’ experience in financial industry in various areas covering asset allocation, risk management, performance measurement and quantitative products. Main articles cover: in-depth analysis of the market efficiency concept, Lévy modelling for behaviour of stock market prices and asset pricing, history of financial thought, critical analysis of the financial mathematical concepts. Last book: *Extreme Financial Risks and Asset Allocation* (with Olivier Le Courtois), London, Imperial College Press, Series in Quantitative Finance, 2014.
Domaines de recherche
Compétences
Publications
The incorporation of Pareto’s Law into financial modelling: the 1962 turn50th Annual Meeting of the History of Economics Society, History of Economics Society, Jun 2023, Vancouver, Canada
Communication dans un congrès
hal-04495590v1
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Generalized Market Equilibrium: "Stable" CAPMAFFI - International Conference of Finance, Jun 1995, Bordeaux, France
Communication dans un congrès
inria-00592310v1
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Nouvelles normes financières. S'organiser face à la criseSpringer, pp.250, 2010
Ouvrages
halshs-00611101v1
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Le virus B. Crise financière et mathématiquesSeuil, pp.128, 2009
Ouvrages
halshs-00611110v1
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Critique de la valeur fondamentaleSpringer, pp.200, 2007
Ouvrages
halshs-00611112v1
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Les Marchés fractalsPuf, 192 p., 2002, Finance, 978-2-13-050710-9
Ouvrages
inria-00576518v1
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Le virus brownien et la déroute des professionnels en financeRepenser la planète finance, Eyrolles, pp.89-101, 2009
Chapitre d'ouvrage
halshs-00611137v1
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La dictature des valeurs extrêmesHistoire des nombres, Tallandier, pp.237-245, 2007
Chapitre d'ouvrage
halshs-00611139v1
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Regulation risk: the case of Solvency II2024
Pré-publication, Document de travail
hal-04517803v1
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Les deux quantifications de la théorie financière. Contribution à une histoire critique des modèles financiers2015
Pré-publication, Document de travail
halshs-01118147v1
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Jumps in financial modelling: pitting the Black-Scholes model refinement programme against the Mandelbrot programme2015
Pré-publication, Document de travail
halshs-01146581v1
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Les origines du modèle de marche au hasard en finance2013
Pré-publication, Document de travail
halshs-00828289v1
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