| 344
result(s) -
Result(s) 271 to
280 |
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| 271. | Volatility transmission and financial crises
Publishing author: CAPORALE Guglielmo Maria
Co-author(s): PITTIS Nikitas/ SPAGNOLO Nicola
Working paper (2002) - English
Online since 2003.02.05 at 09:16:51 -
179 download(s) - 0
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Abstract | Download (.pdf - 325 KB) - Zip version (303 KB) |
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| 272. | An extension of the Jarrow-Lando-Turnbull model to random recovery rate
Publishing author: MILLOSSOVICH Pietro
Co-author(s):
Working paper (2002 - Dipartimento di Matematica Applicata, Università di Trieste) - English
Online since 2003.02.04 at 16:02:22 -
73 download(s) - 0
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Abstract | Download (.pdf - 239 KB) - Zip version (210 KB) |
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| 273. | Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2002) - English
Online since 2003.01.28 at 11:42:58 -
306 download(s) - 1
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 259 KB) - Zip version (181 KB) |
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| 274. | Credit Risk Contributions to Value-at-Risk and Expected Shortfall
Publishing author: TASCHE Dirk
Co-author(s): KURTH Alexandre
Working paper (2002) - English
Online since 2003.01.27 at 19:25:39 -
372 download(s) - 5
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 245 KB) - Zip version (197 KB) |
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| 275. | Comparisons of cashflow maps for value-at-risk
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2000) - English
Online since 2003.01.27 at 08:27:53 -
286 download(s) - 1
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 250 KB) - Zip version (173 KB) |
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| 276. | Currency basket as asset or base currency in value-at-risk computation
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2002) - English
Online since 2003.01.23 at 12:19:24 -
99 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 167 KB) - Zip version (113 KB) |
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| 277. | Sharpe Thinking with Asymmetrical Preferences
Publishing author: TIBILETTI Luisa
Co-author(s): FARINELLI Simone
Working paper (2002) - English
Online since 2003.01.22 at 10:51:01 -
147 download(s) - 0
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Abstract | Download (.pdf - 248 KB) - Zip version (218 KB) |
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| 278. | Pricing credit derivatives with uncertain default probabilities
Publishing author: BRUNEL Vivien
Co-author(s):
Working paper (2001) - English
Online since 2003.01.17 at 12:32:09 -
519 download(s) - 2
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 141 KB) - Zip version (118 KB) |
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| 279. | Pricing of Equities with Embedded Optional Clausis : Study of PPR's proposal on Gucci
Publishing author: BRUNEL Vivien
Co-author(s): SOUPE François
Working paper (2003) - English
Online since 2003.01.17 at 12:27:16 -
98 download(s) - 1
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 1047 KB) - Zip version (219 KB) |
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| 280. | On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
Publishing author: PATTON Andrew
Co-author(s):
Working paper (2002 - London School of Economics) - English
Online since 2003.01.16 at 18:49:13 -
162 download(s) - 0
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Abstract | Download (.pdf - 573 KB) - Zip version (521 KB) |
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