Centre Économie Sorbonne – Seminar

Séminaire – Gunther Capelle-Blancard

Salle S/2 – Maison des Sciences Economiques – Mardi 11 octobre à 11h The international behavior of banks In this model, we attempt to describe formally the behavior of banks in foreign countries, including tax havens. To do so, we base our analysis on an oligopolistic version of the Monti-Klein model, which is, initially, a closed-economy model with no taxes…

Séminaire – Pierre-Charles Pradier

Lundi 23 Janvier 2023 à 11h à la Maison des Sciences Économiques We provide the first ever quantitative analysis of pricing and profitability of option trading in Paris from 1843 to 1939 based on a data source featuring more than 75,000 option prices. Using a special case of the Black (1976) option pricing model, we show that, albeit options were…