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Building a Consistent Pricing...
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Laurent, Jean-Paul
85
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55
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8
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8
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7
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7
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Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
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4
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3
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The definitive guide to CDOs : market, application, valuation and hedging
3
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ECONIS (ZBW)
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91
An overview of factor modeling for CDO pricing
Laurent, Jean-Paul
;
Cousin, Areski
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 185-216)
.
2009
Persistent link: https://www.econbiz.de/10003787603
Saved in:
92
Spectral risk measures and portfolio selection
Adam, Alexandre
;
Houkari, Mohamed
;
Laurent, Jean-Paul
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1870-1882
Persistent link: https://www.econbiz.de/10003774969
Saved in:
93
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
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94
A comparative analysis of CDO pricing models under the factor copula framework
Burtschell, Xavier
;
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 9-37
Persistent link: https://www.econbiz.de/10003862752
Saved in:
95
Practical pricing of synthetic CDOs
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 223-257)
.
2008
Persistent link: https://www.econbiz.de/10003918718
Saved in:
96
A comparative analysis of CDO pricing models
Burtschell, Xavier
;
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 389-427)
.
2008
Persistent link: https://www.econbiz.de/10003918804
Saved in:
97
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:
98
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:
99
Double impact : credit risk assessment and collateral value
Chabaane, Ali
;
Laurent, Jean-Paul
;
Salomon, Julien
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
Numéro hors séries
,
pp. 157-178
Persistent link: https://www.econbiz.de/10002877424
Saved in:
100
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
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