| 492
result(s) -
Result(s) 421 to
430 |
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| 421. | 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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| 422. | 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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| 423. | 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
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 573 KB) - Zip version (521 KB) |
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| 424. | Common Factors in Conditional Distributions
Publishing author: PATTON Andrew
Co-author(s): GRANGER Clive W. J. / TERASVIRTA Timo
Working paper (2002 - University of California, San Diego) - English
Online since 2003.01.16 at 18:48:12 -
120 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 171 KB) - Zip version (155 KB) |
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| 425. | Risk contributions and performance measurement
Publishing author: TASCHE Dirk
Co-author(s):
Working paper (1999 - Munich University of Technology) - English
Online since 2003.01.16 at 17:51:13 -
449 download(s) - 6
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 304 KB) - Zip version (238 KB) |
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| 426. | Hedging Barrier Options: Current Methods and Alternatives
Publishing author: DUPONT Dominique Yves
Co-author(s):
Working paper (2001 - University of Twente) - English
Online since 2003.01.16 at 08:25:58 -
389 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 302 KB) - Zip version (258 KB) |
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| 427. | Spatial Interpolation for Lattice Option Pricing -- or Well Pruned Bushy Trees
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2002 - Cornerstone Research) - English
Online since 2003.01.14 at 13:26:47 -
77 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 324 KB) - Zip version (287 KB) |
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| 428. | An irregular grid approach for pricing high-dimensional American options
Publishing author: BERRIDGE Steffan John
Co-author(s): SCHUMACHER J.M.
Working paper (2002 - CentER for Economic Research, Tilburg University) - English
Online since 2003.01.13 at 21:19:32 -
82 download(s) - 2
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 2873 KB) - Zip version (2026 KB) |
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| 429. | Pricing inflation-indexed and foreign currency linked convertible bonds with credit risk
Publishing author: RAVIV Alon
Co-author(s): LANDSKRONER Yoram
Working paper (2002 - Hebrew University Business school ) - English
Online since 2003.01.13 at 19:52:31 -
325 download(s) - 5
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 451 KB) - Zip version (283 KB) |
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| 430. | Bermudan Option Pricing with Monte-Carlo Methods
Publishing author: DOUADY Raphael
Co-author(s):
Journal article (2001 - Quantitative Analysis in Financial Markets, World Scientific, M. Avellaneda ed.) - English
Online since 2003.01.13 at 09:50:49 -
608 download(s) - 4
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 518 KB) - Zip version (247 KB) |
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