Professeur Resident faculty TBS
Department: Information, Operations and Management Sciences
CURRICULUM VITAE
Qualification
- 10/09/2010 : PHD in Mathematics • SUPAERO, Toulouse
Management Duties
- Stochastic Calculus (SUPAERO)
- Advanced Finance Program (Toulouse Business School)
- Rate Derivatives (Toulouse Business School)
- Statistics (Toulouse Business School)
- Neural Network (SUPAERO)
PUBLICATIONS
Academic publications
- BOCO, H., L.GERMAIN, F.ROUSSEAU, "Strategic Market Making and Risk Sharing", Journal of Mathematical Finance, 2017, vol. 07, no. 01, pp. 144-179
link - BOCO, H., L.GERMAIN, F.ROUSSEAU, "Heterogeneous noisy beliefs and dynamic competition in financial markets", Economic Modelling, April 2016, vol. 54, no. 54, pp. 347-363[Cnrs :2]
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Books
Published case
Conferences
- BOCO, H., L.GERMAIN, F.ROUSSEAU, "Heterogeneous beliefs and imperfect competition in sequential auction markets" Conférence des Grandes Ecoles Essec. February 2013, Paris, France
link - BOCO, H., L.GERMAIN, F.ROUSSEAU, "When overconfident traders meet feedback traders" in Séminaire Inter-Business Schools., 2011, Rouen, France
link - BOCO, H., L.GERMAIN, F.ROUSSEAU, "When overconfident traders meet feedback traders" in AFFI - The 28th annual International Conference of the French Finance Association., 2011, Montpellier, France
link - BOCO, H., L.GERMAIN, F.ROUSSEAU, "When overconfident traders meet feedback traders" in Midwest Finance Association., 2011, Chicago, United States of America
link - BOCO, H., L.GERMAIN, F.ROUSSEAU, "Strategic market making and risk sharing" in EFMA., 2010, Aarhus, Denmark
link - BOCO, H., L.GERMAIN, F.ROUSSEAU, "Strategic market making and risk sharing" in Association française de finance., 2010, St Malo, France
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