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Search: person:"Laurent, J.-P."
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Theorie
Theory
19
Portfolio selection
8
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8
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7
Asset-Backed Securities
6
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6
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6
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1995
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2
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English
19
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Laurent, Jean-Paul
19
Gouriéroux, Christian
6
Scaillet, Olivier
4
Darolles, Serge
2
Leisen, Dietmar
2
Pham, Huyên
2
Adam, Alexandre
1
Amzelek, Philippe
1
Arvanitis, Angelo
1
Bonnaud, Joe
1
Brillet, Jean-Louis
1
Chabaane, Ali
1
Cousin, Areski
1
Danesi, Vladimir
1
Genon-Catalot, Valentine
1
Gregory, Jonathon
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
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3
Discussion paper
2
Finance : revue de l'Association Française de Finance
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
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1
Journal of empirical finance
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
Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
1
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ECONIS (ZBW)
19
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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:
2
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:
3
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:
4
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:
5
Double impact : credit risk assessment and collateral value
Chabaane, Ali
;
Laurent, Jean-Paul
;
Salomon, Julien
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
Numéro hors séries
,
pp. 157-178
Persistent link: https://www.econbiz.de/10002877424
Saved in:
6
Approximating payoffs and pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1721-1746
Persistent link: https://www.econbiz.de/10001508770
Saved in:
7
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
10
Variance optimal cap pricing models
Laurent, Jean-Paul
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001379916
Saved in:
1
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