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ECONIS (ZBW)
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1
Pricing the stochastic volatility put option of banks' credit line commitments
Chateau, Jean-Pierre D.
;
Dufresne, Daniel
-
1998
Persistent link: https://www.econbiz.de/10000998682
Saved in:
2
Beyong Basel-2 simplified standardized approach : credit risk valuation of short-term loan commitments
Chateau, Jean-Pierre D.
- In:
International review of financial analysis
16
(
2007
)
5
,
pp. 412-433
Persistent link: https://www.econbiz.de/10003612960
Saved in:
3
Valuation of "capped" variable rate loan commitments
Chateau, Jean-Pierre D.
- In:
Journal of banking & finance
14
(
1990
)
4
,
pp. 717-728
Persistent link: https://www.econbiz.de/10001096402
Saved in:
4
Pricing the credit-risk put embedded in borrowers' extendible credit commitments, with its application to Basel-3 micro-prudential regulation
Chateau, Jean-Pierre D.
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 747-769
Persistent link: https://www.econbiz.de/10011657612
Saved in:
5
The hedging dimension of intermediation : credit lines as forward contracts
Chateau, Jean-Pierre D.
-
1983
Persistent link: https://www.econbiz.de/10001997973
Saved in:
6
Liability management of financial intermediaries in a dynamic and uncertain perspective
Chateau, Jean-Pierre D.
- In:
European economic review : EER
27
(
1985
)
1
,
pp. 183-200
Persistent link: https://www.econbiz.de/10001090627
Saved in:
7
Credit rationing as a temporary disequilibrium with imperfect information
Chateau, John Peter D.
-
1982
Persistent link: https://www.econbiz.de/10001997877
Saved in:
8
Disintermediation : a defensive strategy for liability management with convex adjustment costs and rate uncertainty
Chateau, John Peter D.
-
1984
Persistent link: https://www.econbiz.de/10001997949
Saved in:
9
Liability management of financial intermediaries in a dynamic and uncertain perspective
Chateau, John Peter D.
- In:
European economic review : EER
27
(
1985
)
2
,
pp. 183-200
Persistent link: https://www.econbiz.de/10001997992
Saved in:
10
Beta products with complex parameters
Dufresne, Daniel
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632986
Saved in:
1
2
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