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~person:"Laurent, Jean-Paul"
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Laurent, Jean-Paul
Cousin, Areski
40
Crépey, Stéphane
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Adam, Alexandre
8
Houkari, Mohamed
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Gouriéroux, Christian
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Pham, Huyên
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Scaillet, Olivier
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Darolles, Serge
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Laurent, Jean Paul
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Leisen, Dietmar
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Arvanitis, Angelo
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Dorobantu, Diana
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Gourieroux, Christian
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Jiao, Ying
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Rullière, Didier
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Laurent, J.-P.
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2
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2
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7
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The definitive guide to CDOs : market, application, valuation and hedging
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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 December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
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ECONIS (ZBW)
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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:
2
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:
3
Achat et location, les déterminants économiques
Laurent, Jean-Paul
- In:
La crise financière de l'immobilier : reflexions sur …
,
(pp. 193-203)
.
1994
Persistent link: https://www.econbiz.de/10001339964
Saved in:
4
Les risques des produits garantis
Laurent, Jean-Paul
- In:
Revue d'économie financière : revue trimestrielle de …
(
1993
),
pp. 11-42
Persistent link: https://www.econbiz.de/10001146020
Saved in:
5
Les dérivés de crédit
Laurent, Jean-Paul
- In:
Revue d'économie financière : revue trimestrielle de …
(
2000
)
4
,
pp. 115-134
Persistent link: https://www.econbiz.de/10001559224
Saved in:
6
Approximating payoffs and approximating pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
-
1997
Persistent link: https://www.econbiz.de/10000980460
Saved in:
7
Quadratic hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1995
Persistent link: https://www.econbiz.de/10000924110
Saved in:
8
Variance optimal cap pricing models
Laurent, Jean-Paul
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001379916
Saved in:
9
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
10
Distributions implicites anormales des taux de change
Frachot, Antoine
;
Laurent, Jean-Paul
;
Pichot, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001380665
Saved in:
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