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Credit risk revisited
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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
Persistent link: https://www.econbiz.de/10000855931
Saved in:
2
A model of a depository institution and bank regulation
Crouhy, Michel
;
Galai, Dan
-
1987
Persistent link: https://www.econbiz.de/10000722213
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3
Changes in the structure and dynamics of European securities markets
Benos, Alexandros Vassiliou
;
Crouhy, Michel
-
1996
Persistent link: https://www.econbiz.de/10000953116
Saved in:
4
Creating and pricing hybrid foreign currency options
Briys, Eric
;
Crouhy, Michel
-
1988
-
Rev
Persistent link: https://www.econbiz.de/10000763295
Saved in:
5
Assurance de portefeuille et program trading : principes ; rôle de ces techniques dans le krach boursier du 19 octobre 1987 ; impact de ces techniques sur la volatilité des marchés...
Briys, Eric
;
Crouhy, Michel
-
1988
Persistent link: https://www.econbiz.de/10000763352
Saved in:
6
Hedging versus speculating with interest rates futures
Briys, Eric
;
Crouhy, Michel
;
Pieptea, Daniel R.
-
1989
Persistent link: https://www.econbiz.de/10000766783
Saved in:
7
The pricing of interest rate cap, floor and collar agreements
Briys, Eric
;
Crouhy, Michel
;
Schöbel, Rainer
-
1988
Persistent link: https://www.econbiz.de/10000766786
Saved in:
8
Credit risk spreads in local and foreign currencies
Galai, Dan
;
Wiener, Zvi
-
2009
Persistent link: https://www.econbiz.de/10003883138
Saved in:
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