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Marc Chesney
Prof. Dr.
Vice Director of Department of Banking and Finance, Professor of Finance
Head of RPP "Finance"
marc.chesney[at]bf.uzh.ch
+41 44 634 45 80
Plattenstr. 32(PLD); Room G01
Details Team Teaching Supervised theses
Publications from Marc Chesney
Marc Chesney currently has 88 publications online...
To find publications from other authors, please use the search mask in Publications
Publications in academic journals (33) The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing
Chesney M., Taschini L.
In: Applied Mathematical Finance, forthcoming, 2012The effect of proactive adaptation on green investment
Bahn O., Chesney M., Gheyssens J.
In: Environmental Science & Policy, 2012, pages: 9 - 24The impact of terrorism on financial markets: an empirical study
Reshetar G., Chesney M., Karaman M.
In: Chesney, 2011, pages: 253-267Stock options and managers’ incentives to cheat
Chesney M., Gibson R.
In: Chesney, 2008, pages: 41-59American Parisian Options
Chesney M., Gauthier L.
In: Finance and Stochastics, 2006, pages: 475 - 506Pricing American Currency Options in an Exponential Lévy Model
Chesney M., Jeanblanc M.
In: Applied Mathematical Finance, 2004, pages: 207 - 225Analyzing Firms' Strategic Investment Decisions in a Real Options' Framework
Botteron P., Chesney M., Gibson R.
In: Journal of International Financial Markets, Instituions & Mo, Zürich, 2003, pages: 1-29The Impact of Possible Climate Catastrophes on Global Warming Policy, an Option-Pricing Approach
Baranzini A., Chesney M., Morisset J.
In: Energy Policy, 2003, pages: 691 - 701Illegal Migrants, Tourism and Welfare: A Trade Theoretic Approach
Chesney M., Hazari B.
In: Pacific Economic Review, 2003, pages: 259 - 268Optimal Timing for an Environmental Policy in a Strategic Framework
Barrieu P., Chesney M.
In: Environmental Modelling & Assessment, 2003, pages: 149 - 163Long Term Risk Management of Nuclear Waste: A Real Options Approach
Loubergé H., Villeneuve S., Chesney M.
In: Journal of Economic Dynamics and Control, 2002, pages: 157 - 180Reducing Asset Substitution with Warrant and Convertible Debt Issues
Chesney M., Gibson R.
In: The Journal of Derivatives, 2001, pages: 39 - 52Immigration, Unemployment and Welfare
Chesney M., Hazari R., Sgro P.
In: International Economic Journal, 1999The Investment Policy and the Pricing of Equity in a Levered Firm: A Reexamination of the Contingent Claims Valuation Approach
Chesney M., Gibson R.
In: The European Journal of Finance, 1999, pages: 95-107Irrational Entry, Rational Exit
Hazari B., Chesney M.
In: Journal of Mathematical Economics, 1998, pages: 1 - 13Parisian Options and Excursion Theory
Chesney M., Jeanblanc M., Yor M.
In: Advances in Applied Probabilities, 1997Les gestions des risques de change et de taux par les options
Quittard-Pinon F., Chesney M.
In: Risques, 1997Parisian Barrier Options
Yor M., Chesney M., Jeanblanc M., Kentwell G.
In: Risk, 1997Options et risques induits
Chesney M.
In: Risques, 1997Predicting Premature Exercise of an American Put on Stocks: Theory and Evidence
Lefoll J., Chesney M.
In: The European Journal of Finance, 1996Options Listing and the Volatility of the Underlying Asset: A Study on the Derivative Market Function
Chesney M., Eid Junior W.
In: Revista de Administraçao de Empresas, 1996Estimating the Instantaneous Volatility and Covariance of Risky Assets
Chesney M., Elliott R.
In: Applied Stochastic Models and Data Analysis, 1995, pages: 51 - 58State Space Symmetry and Two Factor Option Pricing Models
Gibson R., Chesney M.
In: Advances in Futures and Options Research, 1995Arbitrage Trading and Index Option Pricing at Soffex: An Empirical Study Using Daily and Intradaily Data
Loubergé H., Chesney M., Gibson R.
In: Finanzmarkt und Portfolio Management, Zürich, 1995, pages: 35 - 60Diffusion Coefficient Estimation and Asset Pricing when Risk Premia and Sensitivities are Time Varying
Chesney M., Elliott R., Madan D., Yang H.
In: Mathematical Finance, 1993, pages: 85 - 99Analytical Solution for the Pricing of American Bond and Yield Options
Gibson R., Chesney M., Elliott R.
In: Mathematical Finance, 1993, pages: 277 - 294Relations triangulaires entre valeurs d'options sur devises
Chesney M.
In: Finance, Zürich, 1990Pricing European Currency Options: A Comparison of the Modified Black-Scholes Model and a Random Variance Model
Chesney M., Scott L.
In: Journal of Financial and Quantitative Analysis, 1989European Currency Options: The Effects of Volatility Changes
Chesney M., Scott L.
In: Finanzmarkt und Portfolio Management, 1989Les Options sur devises: Une revue des modèles théoriques et des travaux empiriques
Loubergé H., Chesney M.
In: Finance, 1988The Pricing of European Currency Options: Empirical Tests based on Swiss Data
Loubergé H., Chesney M.
In: Aussenwirtschaft, 1987Prix d'équilibre et efficience sur le marché suisse des options sur devises: Analyse théorique et tests empiriques
Chesney M.
In: Finance, 1987Risk Aversion and the Composition of Wealth in the Demand for Full Insurance Coverage
Loubergé H., Chesney M.
In: Schweiz Zeitschrift für Volkswirtschaft und Statistik, 1986Books (4) Mathematical Methods for Financial Markets
Yor M., Jeanblanc M., Chesney M.
In: Springer Verlag, 2009, pages: 732Blanchiment et Financement du Terrorisme
Chesney M., Ludovic F., Chaigneau P.
In: Ellipses, Paris, 2004El Manejo del Riesgo de Cambio: Las Opciones Sobre Divisas
Wojakowski R., Trillo F., Marois B., Chesney M.
In: Edition Limusa, Mexico, 2001Les Options de Change, Evaluation et Utilisation (Currency Options: Valuation and Hedging of Standard and Exotic Options)
Chesney M., Marois B., Wojakowski R.
In: Economica, 1995Chapter or Artikel in collective books (10) Le Terrorisme se Privatise et Défie l'Occident
Chesney M.
In: Ellipses, Paris, 2004Les spéculations financières de Septembre 2001: l'ombre de Ben Laden?
Chesney M.
In: Al-Qaeda Les nouveaux réseaux de la terreur, Paris, 2004, pages: 87 - 95Les spéculations financières de septembre 2001 et l'argent du terrorisme
Chesney M.
In: Ellipses, Paris, 2002Marchés Financiers, Blanchiment et Financement du Terrorisme
Chesney M.
Paris, 2002Some Combinations of Asian, Parisian, and Barrier Options
Chesney M., Jeanblanc M., Yor M., German H.
Cambridge, 1997Les Options sur Devises (Currency Options)
Chesney M., Marois B., Wojakowski R.
Zürich, 1997La formation par la Recherche
Chesney M., Laurent G.
Paris, 1994Estimating the instantaneous Volatility and Covariance of Risky Assets
Chesney M., Elliott R.
In: Ed. World Scientific, 1992American Path-Dependent Options
Barone-Adesi G., Chesney M.
Zürich, 1992L'économie en 400 Questions et 1600 Réponses
Chesney M.
1989Working Paper ISB (5) Regulated and Non-Regulated Companies, Technology Adoption in Experimental Markets for Emission Permits, and Options Contracts
Chesney M., Taschini L., Wang M.
Zürich, 2011Technology Change and Presence of Institutional Investors in Experimental Markets for Emission Permits
Chesney M., Taschini L.
2010American Put Call Symmetry
Chesney M., Carr P.
2003Real Options and Ornstein-Uhlenbeck Processes
Chesney M.
2003LCD's Creditworthiness and The Secondary Market of the Price of Debt : A Theorical Approach and an Empirical Analysis
Chesney M., Morisset J.
1995Working Paper NCCR (2) An experimental study on real option strategies (second revision)
Wang M., Chesney M., Bernstein A.
In: NCCR Working Paper 592, Zürich, 2011Detecting Informed Trading Activities in the Options Markets: Appendix on Subprime Financial Crisis
Chesney M., Mancini L., Crameri R.
In: NCCR Working Paper 724, Zürich, 2011Press coverage (33) La dictature des marchés
Chesney M.
In: Fernsehinterview Télévision Suisse Romande, 2012Die gesellschaftliche Verantwortung auch im Finanzbereich wahrnehmen
Chesney M.
In: Zeit-Fragen, Zürich, 2012La finance bientôt à la vitesse de la lumière
Chesney M.
In: Le Temps, Genf, 2011Faut-il chercher à satisfaire les marchés financiers?
Chesney M.
In: Mediapart, 2011Toxische Papiere gehören verboten
Chesney M.
In: Interview 20 Minuten Online, Zürich, 2011La finance doit être au service du bien commun
Chesney M.
L'Hebdo, Genf, 2011Finanzkrise - Eurokrise - Schuldenkrise - Börsenkrise: Wer sitzt am längeren Hebel?
Chesney M.
In: Radio DRS2, Basel, 2011Gesinnung hilft uns nicht weiter
Chesney M.
Zürich, 2011, pages: 6-7CDS (Credit Default Swaps): Die unheimliche Gefahr
Chesney M.
In: Schweizer Fernsehen, ECO, Zürich, 2011Crise de Dexia: les véritables stress test ont été fatals
Chesney M.
In: Le Temps, Genf, 2011Absence totale» de changement de culture au sein des banques
Chesney M.
Le Temps, Genf, 2011Derivative Finanzprodukte und ihre Systemrisiken
Chesney M.
In: NZZ, Zürich, 2011Enseignement de la finance: la crise a-t-elle eu lieu?
Chesney M.
In: Le Temps, Geneva, 2010Les paris sur la mort, le jeu dangereux des banques
Maranghino-Singer B., Chesney M., Hirszowicz C.
In: Le Temps, 2010, pages: 13Anreizvoller Klimaschutz
Chesney M.
In: UNIMAGAZIN, Zürich, Jan 2010, pages: 18 - 19EADS: Une enquête tronquée?
Chesney M.
In: Marianne, Paris, 2009Wir brauchen einen globalen Emissionshandel
Chesney M.
In: UZH-NEWS, Zurich, Dec 2009Le délit d'initiés se cacherait sur le marché des options
Chesney M.
In: Le Temps, Geneva, Dec 2009De l'inefficacité des modèles economiques en temps de crise
Chesney M.
In: Le Temps, Geneva, Oct 2009Affaire EADS: la piste négligée
Chesney M.
Oct 2009La finance trahit-elle le capitalisme?
Chesney M.
In: FINANCE & THE COMMON GOOD/BIEN COMMUN, Genf, Aug 2009, pages: 31 - 32Haben die Finanzmärkte den Kapitalismus verraten?
Chesney M.
In: Der Schweizer Treuhänder, Aug 2009Le marché des options peut masquer des délits d'initié
Chesney M.
In: Les Echos, Paris, Aug 2009Il faut réformer les bombes financières que sont les CDS
Chesney M.
In: Les Echos, Paris, 2009Banken ohne moralischen Kompass
Chesney M.
In: UZH News, Zürich, Jan 2009Der verratene Kapitalismus
Chesney M.
In: UZH-News, Zurich, Jan 200911 Septembre 2001: des volumes inhabituels sur les options peu avant l'attentat
11 Septembre 2001: des volumes inhabituels sur les options peu avant l'attentat Chesney M.
In: Les Echos, Paris, Sep 2007Die Option zu betrügen
Chesney M., Gibson R.
In: UZH News, Zürich, 2004The Finance of Terrorism and Money Laundering
Chesney M.
In: Japanese Journal Asahi Shimbun, Tokio, 2003La privatisation du terrorisme
Chesney M.
In: Le Monde, Paris, 2003Le marché otage du crime organisé?
Chesney M.
In: FINANCE & THE COMMON GOOD/BIEN COMMUN, Geneva, 2003Les pompiers pyromanes
Pène D., Chesney M.
In: Le Monde, Paris, 1993La délocalisation, substitut de i'immigration
Pène D., Chesney M.
In: Le Monde, Paris, 1993Studies (1) RAPPORT SUR LES SUSPICIONS DE DÉLITS DÉINITIÉS SUR LE TITRE EADS
Chesney M., Crameri R., Mancini L.
Oct 2010
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