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~person:"Laurent, Jean-Paul"
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19
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19
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8
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7
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6
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6
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English
27
French
6
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Laurent, Jean-Paul
Gouriéroux, Christian
8
Laurent, J.P.
7
Gourieroux, C.
6
Scaillet, O.
6
Scaillet, Olivier
6
Cousin, Areski
3
Gregory, Jon
3
Laurent, J.-P.
3
Pham, Huyên
3
Adam, Alexandre
2
Burtschell, Xavier
2
Darolles, Serge
2
Houkari, Mohamed
2
Laurent, J. P.
2
Leisen, Dietmar
2
Amzelek, Philippe
1
Arvanitis, Angelo
1
Bonnaud, Joe
1
Brillet, Jean-Louis
1
Burtschell, X.
1
Caussat, Laurent
1
Chabaane, Ali
1
Cherrat, Hamza
1
Daeschner, Thierry
1
Danesi, Vladimir
1
Dumontier, Françoise
1
Frachot, A.
1
Frachot, Antoine
1
Genon-Catalot, Valentine
1
Gourieroux, Christian
1
Gregory, J.
1
Gregory, Jonathon
1
Jeanblanc, Monique
1
Laurent, J-P.
1
Leisen, D.
1
Pham, H.
1
Pichot, O.
1
Pichot, Olivier
1
Prigent, Jean-Luc
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
The definitive guide to CDOs : market, application, valuation and hedging
3
Discussion paper
2
Finance : revue de l'Association Française de Finance
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper / B
1
Economie et statistique
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Journal of empirical finance
1
La crise financière de l'immobilier : reflexions sur un phénomène mondial ; suivi des Actes du Seminaire Institutional Investment in Real Estate
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Paris Princeton lectures on mathematical finance
1
Review of derivatives research
1
Risk management decisions and value under uncertainty
1
Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
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ECONIS (ZBW)
33
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1
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10
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33
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1
On the risk management of demand deposits : quadratic hedging of interest rate margins
Adam, Alexandre
;
Cherrat, Hamza
;
Houkari, Mohamed
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1319-1355)
.
2022
Persistent link: https://www.econbiz.de/10013342119
Saved in:
2
Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul
;
Sestier, Michael
;
Thomas, Stéphane
- In:
Journal of banking & finance
73
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
Saved in:
3
An overview of the valuation of collateralized derivative contracts
Laurent, Jean-Paul
;
Amzelek, Philippe
;
Bonnaud, Joe
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10011293083
Saved in:
4
Hedging CDO tranches in a Markovian environment
Cousin, Areski
;
Jeanblanc, Monique
;
Laurent, Jean-Paul
- In:
Paris Princeton lectures on mathematical finance
4
(
2010
),
pp. 1-61
Persistent link: https://www.econbiz.de/10009356720
Saved in:
5
An overview of factor modeling for CDO pricing
Laurent, Jean-Paul
;
Cousin, Areski
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 185-216)
.
2009
Persistent link: https://www.econbiz.de/10003787603
Saved in:
6
A comparative analysis of CDO pricing models under the factor copula framework
Burtschell, Xavier
;
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 9-37
Persistent link: https://www.econbiz.de/10003862752
Saved in:
7
Spectral risk measures and portfolio selection
Adam, Alexandre
;
Houkari, Mohamed
;
Laurent, Jean-Paul
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1870-1882
Persistent link: https://www.econbiz.de/10003774969
Saved in:
8
Practical pricing of synthetic CDOs
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 223-257)
.
2008
Persistent link: https://www.econbiz.de/10003918718
Saved in:
9
A comparative analysis of CDO pricing models
Burtschell, Xavier
;
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 389-427)
.
2008
Persistent link: https://www.econbiz.de/10003918804
Saved in:
10
Hedging issues for CDOs
Cousin, Areski
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 461-480)
.
2008
Persistent link: https://www.econbiz.de/10003918855
Saved in:
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