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Black-scholes approximation of warrant prices

Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1993 - Rev

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Black-scholes approximation of complex option values : the cases of European compound call options and equity warrants

Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1993

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A contingent claim analysis of a regulated depository institution

Crouhy, Michel; Galai, Dan - 1991

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A model of a depository institution and bank regulation

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The settlement day effect in the French Bourse

Crouhy, Michel; Galai, Dan; Keita, Boubacar - 1990

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The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm

Crouhy, Michel; Galai, Dan - 1991

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The essentials of risk management

Crouhy, Michel; Galai, Dan; Mark, Robert - 2014 - 2. ed.

The definitive guide to quantifying risk vs. return--fully updated to reveal the newest, most effective innovations in financial risk management since the 2008 financial crisisWritten for risk professionals and non-risk professionals alike, this easy-to-understand guide helps you meet the...

Persistent link: https://www.econbiz.de/10010244676

Risk capital attribution and risk-adjusted performance measurement

Crouhy, Michel; Galai, Dan; Mark, Robert - In: Risk management : a modern perspective, (pp. 433-454). 2006

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Insuring versus self-insuring operational risk : viewpoints of depositors and shareholders

Crouhy, Michel; Galai, Dan; Mark, Robert - In: The journal of derivatives : the official publication … 12 (2004) 2, pp. 51-55

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Black-scholes approximation of warrant prices

Bensoussan, Alain - In: Advances in futures and options research : a research annual 8 (1995), pp. 1-14

Persistent link: https://www.econbiz.de/10001211324