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In the aftermath of the 2007-2009 nancial crisis, a variety of spreads have developed between quantities that had been essentially the same until then, notably LIBOR-OIS spreads, LIBOR-OIS swap spreads, and basis swap spreads. By the end of 2011, with the sovereign credit crisis, these spreads were again signi cant. In this paper we study the valuation of… (More)

- Hai-Nam Nguyen, Daniel Ménard, Olivier Sentieys
- 2011 19th European Signal Processing Conference
- 2011

Digital signal processing applications are specified with floating-point data types but they are usually implemented in embedded systems with fixed-point arithmetic to minimize cost and power consumption. The floating-to-fixed point conversion requires an optimization algorithm to determine a combination of optimum word-length for each operator. This paper… (More)

- Daniel Ménard, Nicolas Hervé, Olivier Sentieys, Hai-Nam Nguyen
- J. Electrical and Computer Engineering
- 2012

Implementing signal processing applications in embedded systems generally requires the use of fixed-point arithmetic. The main problem slowing down the hardware implementation flow is the lack of high-level development tools to target these architectures from algorithmic specification language using floating-point data types. In this paper, a new method to… (More)

- Hai-Nam Nguyen, Daniel Ménard, Olivier Sentieys
- ISCAS
- 2009

In the aftermath of the 2007–09 financial crisis, a variety of spreads have developed between quantities that had been essentially the same until then, notably LIBOR-OIS spreads, LIBOR-OIS swap spreads, and basis swap spreads. In this paper we study the valuation of LIBOR interest rate derivatives in a multiple-curve setup, which accounts for a discrepancy… (More)

- Hai-Nam Nguyen, Daniel Ménard, Olivier Sentieys
- 2009 17th European Signal Processing Conference
- 2009

To satisfy energy and complexity constraints, embedded wireless systems require fixed-point arithmetic implementation. To optimize the fixed-point specification, existing approaches are based on fixed-point simulations to evaluate the performances. In this paper, the approach used to optimize the fixed-point specification for a WCDMA receiver is presented.… (More)

- Hai-Nam Nguyen
- 2011

- Daniel Ménard, Hai-Nam Nguyen, +4 authors Emmanuel Casseau
- 2011 IEEE International Conference on Acoustics…
- 2011

Implementing image processing applications in embedded systems is a difficult challenge due to the drastic constraints in terms of cost, energy consumption and real time execution. Reconfigurable architectures are good candidates to take-up this challenge and especially when the architecture is able to support different word-lengths of pixel through… (More)

- Bogdan Iftimie, Monique Jeanblanc, Thomas Lim, Hai-Nam Nguyen
- 2013

In this paper, we study the classical problem of maximization of the sum of the utility of the terminal wealth and the utility of the consumption, in a case where a sudden jump in the risk-free interest rate creates incompleteness. The value function of the dual problem is proved to be solution of a BSDE and the duality between the primal and the dual value… (More)

- Minh-Duc Le, Hai-Nam Nguyen
- ICINCO
- 2005

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