J. Moser a démontré qu'un point fixe elliptique d'un difféomorphisme de classe C du plan
préservant les aires est topologiquement stable, moyennant une condition de non …

The notions of fragility and antifragility were introduced by Taleb (2012). In short, fragility is
related to how a system suffers from the variability of its environment beyond a certain preset …

In this paper, we analyze whether regulation reduced risk during the credit crisis and the
sovereign debt crisis for a cross section of global banks. In this regard, we examine distance to …

For a Brownian motion $B=(B_t)_{t\le 1}$ with $B_0=0$, {\bf E}$B_t=0$, {\bf E}$B_t^2=t$
problems of probability distributions and their characteristics are considered for the variables $$ …

The impact of increasing leverage in the economy produces hyperreaction of market
participants to variations of their revenues. If the income of banks decreases, they mass-reduce …

We model the yield curve in any given country as an object lying in an infinite-dimensional
Hilbert space, the evolution of which is driven by what is known as a cylindrical Brownian …

We present a non-naive version of the Precautionary (PP) that allows us to avoid paranoia
and paralysis by confining precaution to specific domains and problems. PP is intended to …

Dans cet article, nous d efinissons puis etudions les propri et es des mesures automorphes
sous l'action d'un diff eomorphisme du cercle (cf. d efinition ci-dessous). Nous montrons leur …

The global financial market has become extremely interconnected as it demonstrates strong
nonlinear contagion in times of crisis. As a result, it is necessary to measure financial …

We use a multi-agent-based model to investigate and analyze financial crises where agents
are large aggregates of the economic system under consideration. We analyze financial …