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An overview of factor modeling...
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Laurent, Jean-Paul
17
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4
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ECONIS (ZBW)
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1
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:
2
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:
3
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
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4
La contrainte pétrolière est-elle un obstacle à la croissance française?
Caussat, Laurent
- In:
Economie et statistique
207
(
1988
),
pp. 3-14
Persistent link: https://www.econbiz.de/10001038588
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5
The reliability of control experiments : comparison of the sources of error
Brillet, Jean-Louis
- In:
Journal of economic dynamics & control
12
(
1988
)
1
,
pp. 173-179
Persistent link: https://www.econbiz.de/10001046027
Saved in:
6
Mean-variance hedging and numéraire
Gouriéroux, Christian
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
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7
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:
8
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:
9
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:
10
Building models for credit spreads
Arvanitis, Angelo
;
Gregory, Jonathon
;
Laurent, Jean-Paul
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001432491
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