| 488
result(s) -
Result(s) 341 to
350 |
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| 341. | Minimax optimality of Bermudan claims: An arbitrage argument approach without probability theory
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2003) - English
Online since 2003.12.01 at 07:55:22 -
188 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 119 KB) - Zip version (105 KB) |
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| 342. | Credit VaR: New Approach
Publishing author: TALEB Aimad
Co-author(s): CHOUKAR Nordine
Presentation (2003 - Lehman Brothers - Fixed Income Research Seminar) - English
Online since 2003.11.27 at 10:56:58 -
912 download(s) - 4
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 428 KB) - Zip version (372 KB) |
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| 343. | Dynamique des ratings et des spreads de crédit
(Rating and Credit Spread Dynamic)
Publishing author: TALEB Aimad
Co-author(s): CHOUKAR Nordine
Master's thesis (2003 - ENSAE) - French
Online since 2003.11.26 at 23:58:24 -
794 download(s) - 9
rating(s)
- Average rating (/5): 4
Abstract (Abstract in English) | Download (.pdf - 1008 KB) - Zip version (910 KB) |
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| 344. | Evaluation des flux monétaires en présence d'un ou plusieurs risques de défaut
(Pricing of contingent claims subject to one or more than one default risk)
Publishing author: TCHAPDA DJAMEN Idriss
Co-author(s):
Doctoral dissertation (2002 - ISFA (Université Claude Bernard, Lyon1)) - French
Online since 2003.11.26 at 18:05:05 -
343 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract (Abstract in English) | Download (.pdf - 1854 KB) - Zip version (1632 KB) |
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| 345. | Minimax Optimality of Bermudan and American Claims and their Monte-Carlo Upper Bound Approximation: Version II
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2003) - English
Online since 2003.11.19 at 17:39:44 -
189 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 229 KB) - Zip version (204 KB) |
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| 346. | Valuation of Credit Default Swaps and Swaptions: Version II
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Journal article (2003 - Forthcoming, Stochastics and Finance) - English
Online since 2003.11.10 at 10:24:00 -
461 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 289 KB) - Zip version (260 KB) |
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| 347. | Equivalence of Ten Different Methods for Valuing Companies by Cash Flow Discounting
Publishing author: FERNANDEZ Pablo
Co-author(s):
Working paper (2003) - English
Online since 2003.10.22 at 12:27:49 -
369 download(s) - 4
rating(s)
- Average rating (/5): 4
Abstract | Download (.PDF - 72 KB) - Zip version (62 KB) |
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| 348. | Consistent Estimation of Pricing Kernels from Noisy Price Data
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2003) - English
Online since 2003.10.14 at 17:53:31 -
38 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 229 KB) - Zip version (205 KB) |
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| 349. | Optimal Malliavin Weighting Function for the Computation of the Greeks
Publishing author: BENHAMOU Eric
Co-author(s):
Journal article (2003 - Mathematical Finance) - English
Online since 2003.09.25 at 21:09:06 -
190 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 209 KB) - Zip version (185 KB) |
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| 350. | Small Dimension PDE for Discrete Asian Options
Publishing author: BENHAMOU Eric
Co-author(s): DUGUET Alexandre
Working paper (2000 - London School of Economics) - English
Online since 2003.09.25 at 21:01:18 -
153 download(s) - 4
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 272 KB) - Zip version (249 KB) |
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