Mathematical modelling of microcredit
UNS-JAD microfinance team
Francine & Marc Diener
Our investment for setting up exchanges of students and staff between European and Asian universities, with Bangladesh to begin with, led us, since 2009, to focus our research on mathematical modelisation of microcredit. Here some paper that inspired us and some results with our students who build up the UNS-JAD microfinance team. We also provide some other inspiring papers.
Mathemaical models for Microlending (F. Diener, M. Diener, O. Khodr, P. Protter)
Mathematical models for individual and group lending in microfinance (O. Khodr, F. Diener)
Group-lending: Sequential financing, lender monitoring and joint liability (Chowdury)
Valeur espérée d’un microcrédit dans un modèle de chaîne de Markov (F. Diener, M. Diener, N. Dhib)
Modélisation mathématique du flux espéré d’un micro-entrepreneur – Working Paper (Nahla Dib et al.)
Using repayment data to test across models of joint liability (Ch. Ahlin and R. M. Townsend)
Ahlin & Townsend data (cleaned) csv xls dta
Modélisation Mathématique du Microcrédit (thèse/thesis) (P. Mauk)
Credit et microcredit (un cours en MMDFA)
Equation de Yunus et taux aleatoire (exercice MMDFA sous Scilab)
Modele de Tedeschi sans periode d'exclusion (exercice MMDFA: modèles en chaînes de Markov)
Modele de Tedeschi avec periode d'exclusion (exercice MMDFA: modèles en chaîne de Markov)
On the implicit Interest Rate in the Yunus Equation (P. Mauk, M. Diener)
On the Implicit Interest Rate in the Yunus Equation (P. Mauk's slides Luminy)
Randomness of interest rates in microcredit (F. Diener, M. Diener, P. Mauk, J-M. B. Santos)
Thesis Kanachana Thou: Exploratory Research on Investment Strategy of Microfinance Investment Fund
Peer Monitoring and Credit Markets (J. E. Stiglitz,1990)
Finance rurale au Bangladesh et aux Philippines (M. Godquin)