BOCO Hervé

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
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  • 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]
    link

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
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  • BOCO, H., L.GERMAIN, F.ROUSSEAU, "When overconfident traders meet feedback traders" in Séminaire Inter-Business Schools., 2011, Rouen, France
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  • 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
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  • BOCO, H., L.GERMAIN, F.ROUSSEAU, "When overconfident traders meet feedback traders" in Midwest Finance Association., 2011, Chicago, United States of America
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  • BOCO, H., L.GERMAIN, F.ROUSSEAU, "Strategic market making and risk sharing" in EFMA., 2010, Aarhus, Denmark
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  • BOCO, H., L.GERMAIN, F.ROUSSEAU, "Strategic market making and risk sharing" in Association française de finance., 2010, St Malo, France
    link
 

EXPERTISE

Teaching fields

  • Stochastic Calculus
  • Statistics
  • Finance
  • Optimization
  • Market Microstructure
  • Financial Derivatives
  • Risk Management

Professional expertise

Editorial activities

  • 2007-2013 Professor of mathematics (Toulouse Business Schools)
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Research contracts

 
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