WorldCat Identities

Biais, B. (Bruno)

Overview
Works: 76 works in 214 publications in 2 languages and 1,526 library holdings
Genres: Conference papers and proceedings 
Roles: Author, Editor, Thesis advisor, Publishing director, Other
Classifications: QA3, 650.01513
Publication Timeline
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Most widely held works by B Biais
Financial mathematics : lectures given at the 3rd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 by Centro internazionale matematico estivo( Book )

19 editions published in 1997 in English and held by 400 WorldCat member libraries worldwide

Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level, and sufficient familiarity with probabilistic methods, in particular stochastic analysis. B. Biais, J.C. Rochet: Risk-sharing, adverse selection and market structure.- T. Bjrk: Interest-rate theory.- J. Cvitanic: Optimal trading under constraints.- N. El Karoui, M.C. Quenez: Nonlinear pricing theory and backward stochastic differential equations.- E. Jouini: Market imperfections, equilibrium and arbitrage
New research in corporate finance and banking( Book )

12 editions published between 2001 and 2002 in English and held by 215 WorldCat member libraries worldwide

New research in financial markets by B Biais( Book )

13 editions published in 2001 in English and held by 212 WorldCat member libraries worldwide

This text is a reflection of research carried out by European scholars into financial economics. Topics discussed include asset pricing in the context of perfect markets, take-over bids, and the interplay between banks and financial markets
Microstructure des marchés financiers : institutions, modèles et tests empiriques by B Biais( Book )

5 editions published in 1997 in French and held by 93 WorldCat member libraries worldwide

Organistion et qualité des marchés financiers( Book )

5 editions published in 1997 in French and held by 66 WorldCat member libraries worldwide

Machiavellian underpricing by B Biais( Book )

9 editions published in 1998 in English and held by 29 WorldCat member libraries worldwide

Strategic liquidity supply and security design by B Biais( Book )

8 editions published between 2002 and 2003 in English and held by 21 WorldCat member libraries worldwide

Price discovery across the Rhine by B Biais( Book )

7 editions published in 2001 in English and held by 18 WorldCat member libraries worldwide

This Paper studies the formation of opening prices for German and French stocks, simultaneously traded in Frankfurt and Paris. We analyse theoretically the case where investors and traders based in the same country as the firm have better information on its value than foreign traders. Our model implies that prices set on the domestic market should be informationally more e±cient than prices set on the foreign market. For German stocks, our empirical results are consistent with theory. The informational e±ciency of French stock prices is comparable in the two markets when the Frankfurt specialist can observe Paris preopening prices before opening the market
Credit, wages and bankruptcy laws by B Biais( Book )

5 editions published in 2003 in English and held by 14 WorldCat member libraries worldwide

Entrepreneurs and new ideas by B Biais( Book )

8 editions published between 2003 and 2004 in English and held by 14 WorldCat member libraries worldwide

The microstructure of stock markets by B Biais( Book )

5 editions published in 2002 in English and held by 13 WorldCat member libraries worldwide

Psychological traits and trading strategies by Bruno Biais( Book )

6 editions published between 2001 and 2002 in English and held by 12 WorldCat member libraries worldwide

Liquidity shocks and order book dynamics by B Biais( Book )

8 editions published in 2009 in English and held by 12 WorldCat member libraries worldwide

We propose a dynamic competitive equilibrium model of limit order trading, based on the premise that investors cannot monitor markets continuously. We study how limit order markets absorb transient liquidity shocks, which occur when a significant fraction of investors lose their willingness and ability to hold assets. We characterize the equilibrium dynamics of market prices, bid-ask spreads, order submissions and cancelations, as well as the volume and limit order book depth they generate
Political predation and economic development by Jean-Paul Azam( Book )

5 editions published in 2005 in English and held by 11 WorldCat member libraries worldwide

Cèples by B Biais( Book )

3 editions published in 1987 in French and held by 9 WorldCat member libraries worldwide

Symposium on finance by Manresa> Symposium on Finance. <2000( Book )

4 editions published in 2002 in English and held by 9 WorldCat member libraries worldwide

Dynamic security design by Bruno Biais( Book )

4 editions published in 2004 in English and held by 8 WorldCat member libraries worldwide

Trading and liquidity with limited cognition by B Biais( Book )

7 editions published in 2010 in English and held by 7 WorldCat member libraries worldwide

We study the reaction of financial markets to aggregate liquidity shocks when traders face cognition limits. While each financial institution recovers from the shock at a random time, the trader representing the institution observes this recovery with a delay reflecting the time it takes to collect and process information about positions, counterparties and risk exposure. Cognition limits lengthen the market price recovery. They also imply that traders who find that their institution has not yet recovered from the shock place market sell orders, and then progressively buy back at relatively low prices, while simultaneously placing limit orders to sell later when the price will have recovered. This generates round trip trades, which raise trading volume. We compare the case where algorithms enable traders to implement this strategy to that where traders can place orders only when they have completed their information processing task
Option prices, insider trading, and interdealer competition by B Biais( Book )

1 edition published in 1991 in English and held by 5 WorldCat member libraries worldwide

3 essais en finance d'entreprise by Matthieu Bouvard( Book )

2 editions published between 2009 and 2013 in English and held by 4 WorldCat member libraries worldwide

The first essay shows that adverse selection on the capital market affects incentives of entrepreneurs to engage in information acquisition through education or experience. The second essay models innovation financing as a sequential investment problem. Adverse selection on the capital market distorts investment timing and creates inertia. Optimal contracts can be implemented through stock options with a vesting period and severance payments. The third essay studies ratings or certification agencies and shows that reputational concerns have an ambiguous effect. When the perceived reliability of ratings is deficient, reputation has a disciplining effect and the precision of reports improves. However, agencies with a good reputation are too lenient
 
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Financial mathematics : lectures given at the 3rd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996
Alternative Names
Biais, B.

Biais, Bruno

Languages
English (123)

French (13)

Covers
New research in corporate finance and bankingNew research in financial markets