Narrow search
Showing 21 - 30 of 96
Cover Image
La titrisation
Daeschner, Thierry (contributor);  … - 2000
Persistent link: https://www.econbiz.de/10001559203
Cover Image
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
Cover Image
Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001456589
Cover Image
Risques financiers : juniors vs seniors
Laurent, Jean-Paul; Tiomo, André - In: Revue d'économie financière : revue trimestrielle de … (1998) 5, pp. 189-211
Persistent link: https://www.econbiz.de/10001465718
Cover Image
Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001470592
Cover Image
Estimation of a linear Gaussian model
Danesi, Vladimir; Genon-Catalot, Valentine; Laurent, … - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 41-69
Persistent link: https://www.econbiz.de/10001476773
Cover Image
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
Cover Image
Quadratic hedging and numeraire
Gouriéroux, Christian; Laurent, Jean-Paul; Pham, Huyên - 1995
Persistent link: https://www.econbiz.de/10000924110
Cover Image
Mean-variance hedging and numeraire
Gouriéroux, Christian; Laurent, Jean-Paul; Pham, Huyên - 1996
Persistent link: https://www.econbiz.de/10000950071
Cover Image
Estimation of a dynamic hedge
Gouriéroux, Christian; Laurent, Jean-Paul - 1996
Persistent link: https://www.econbiz.de/10000950710