Year
2018
Abstract
How to understand the complexity of the financial markets? Is it rather a theater of uncertainty or risk? If so, can this be measured? Three methods make it possible to approach this complexity, through crises in particular, explains François Longin: one comes from statistics and mathematics, the second from history and the third from simulation, allowing one to experience the mechanisms of the financial markets. This methodological review is also an opportunity to discover that in finance, uncertainty and risk are not always where we would expect to find them …
LONGIN, F. (2018). La complexité sur les marchés financiers. Dans: Complexité et organisations : faire face aux défis de demain. 1st ed. Eyrolles, pp. 259-272.