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344 result(s) - Result(s) 171 to 180

 
171. Excel Implementation of Sharpe's Single Index Model - (Presentation)
Publishing author: BHUTANI Gaurav 
Co-author(s): 
Software (2003) - English
Online since 2005.01.05 at 09:50:36 - 306 download(s) - 1 rating(s) - Average rating (/5): 2
Abstract | Download (.pps - 118 KB) - Zip version (60 KB)

 
172. Semi-explicit Delta and Gamma for European swaptions in Hull-White one factor model
Publishing author: HENRARD Marc 
Co-author(s): 
Working paper (2004 - Bank for International Settlements (BIS)) - English
Online since 2004.12.31 at 09:41:16 - 64 download(s) - 0 rating(s) - Average rating (/5): 
Abstract | Download (.pdf - 114 KB) - Zip version (99 KB)

 
173. Evolutionary Portfolio Selection with Liquidity Shocks
Publishing author: DE GIORGI Enrico 
Co-author(s): 
Working paper (2004) - English
Online since 2004.12.20 at 12:40:03 - 97 download(s) - 0 rating(s) - Average rating (/5): 
Abstract | Download (.pdf - 349 KB) - Zip version (310 KB)

 
174. Excess Credit Risk and Bank's Default Risk: An Application of Default Prediction's Models to Banks from Emerging Market Economies
Publishing author: GODLEWSKI Christophe J.
Co-author(s): 
Working paper (2003 - Laboratoire de Recherche en Gestion et Economie LaRGE) - English
Online since 2004.11.22 at 15:31:53 - 199 download(s) - 1 rating(s) - Average rating (/5): 4
Abstract | Download (.pdf - 444 KB) - Zip version (413 KB)

 
175. Are Bank Ratings Coherent with Bank Default Probabilities in Emerging Market Economies?
Publishing author: GODLEWSKI Christophe J.
Co-author(s): 
Working paper (2004 - Laboratoire de Recherche en Gestion et Economie LaRGE) - English
Online since 2004.11.22 at 15:30:46 - 121 download(s) - 1 rating(s) - Average rating (/5): 3
Abstract | Download (.pdf - 225 KB) - Zip version (183 KB)

 
176. Capital Regulation and Credit Risk Taking: Empirical Evidence from Banks in Emerging Market Economies
Publishing author: GODLEWSKI Christophe J.
Co-author(s): 
Working paper (2004 - Laboratoire de Recherche en Gestion et Economie LaRGE) - English
Online since 2004.11.22 at 15:29:27 - 118 download(s) - 0 rating(s) - Average rating (/5): 
Abstract | Download (.pdf - 203 KB) - Zip version (167 KB)

 
177. Bank Risk-Taking in a Prospect Theory Framework: Empirical Investigation in the Emerging Markets' Case
Publishing author: GODLEWSKI Christophe J.
Co-author(s): 
Working paper (2004 - Laboratoire de Recherche en Gestion et Economie LaRGE) - English
Online since 2004.11.22 at 15:28:20 - 83 download(s) - 0 rating(s) - Average rating (/5): 
Abstract | Download (.pdf - 144 KB) - Zip version (118 KB)

 
178. Towards Universal Banking in India- Some Regulatory and Supervisory Issues
Publishing author: KARUNAGARAN A. 
Co-author(s): 
Journal article (2004 - Presented in the Bankers Conference 2004 in India also published as part of Compendium of Conference Papers) - English
Online since 2004.11.19 at 13:22:25 - 202 download(s) - 1 rating(s) - Average rating (/5): 3
Abstract | Download (.doc - 72 KB) - Zip version (23 KB)

 
179. Impact of seasonality in inflation derivatives pricing
Publishing author: BENHAMOU Eric 
Co-author(s): BELGRADE Nabyl
Working paper (2004 - Ixis CIB) - English
Online since 2004.11.06 at 10:58:15 - 348 download(s) - 2 rating(s) - Average rating (/5): 3
Abstract | Download (.pdf - 64 KB) - Zip version (57 KB)

 
180. Reconciling year on year and zero coupon inflation swap: A market model approach
Publishing author: BENHAMOU Eric 
Co-author(s): BELGRADE Nabyl
Working paper (2004 - Ixis CIB) - English
Online since 2004.11.06 at 10:50:12 - 370 download(s) - 0 rating(s) - Average rating (/5): 
Abstract | Download (.pdf - 80 KB) - Zip version (73 KB)

 

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