| 21. | Estimation de la VaR d'un portefeuille d'action : Etude comparative des approches d'estimation (Estimation of VaR of a stocks portfolio: Comparative survey )
Publishing author: ABDELHEDI Anis
Co-author(s):
Master's thesis (2003 - Faculté des Sciences Economiques et de Gestion de Sfax ) - French
Online since 2004.06.21 at 13:26:37 - 1103 download(s) - 9
rating(s) - Average rating (/5): 3
Abstract | Download (PDF - 815 Ko) - Zip version (0 Ko) |
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| 22. | Pricing Convexity Adjustment with Wiener Chaos
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000) - English
Online since 2002.11.28 at 15:06:31 - 194 download(s) - 2
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 332 Ko) - Zip version (254 Ko) |
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| 23. | Approximated moment-matching dynamics
Publishing author: MERCURIO Fabio
Co-author(s): BRIGO Damiano / RAPISARDA Francesco / SCOTTI Rita
Working paper (2001 - Banca IMI) - English
Online since 2002.11.22 at 09:46:45 - 120 download(s) - 1
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 374 Ko) - Zip version (332 Ko) |
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| 24. | IGARCH models and structural breaks
Publishing author: CAPORALE Guglielmo Maria
Co-author(s): PITTIS Nikitas / SPAGNOLO Nicola
Working paper (2002) - English
Online since 2003.02.06 at 11:14:02 - 106 download(s) - 2
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 203 Ko) - Zip version (188 Ko) |
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| 25. | 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 - 154 download(s) - 4
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 272 Ko) - Zip version (249 Ko) |
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| 26. | Valuation of Cancelable Cross Currency Bermudan Swaps
Publishing author: SHARMA Milind
Co-author(s): STEIN Jonathan
Working paper (1997) - English
Online since 2004.02.03 at 23:56:28 - 123 download(s) - 0
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Abstract | Download (pdf - 568 Ko) - Zip version (559 Ko) |
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| 27. | THE PREDICTIVE SUCCESS AND PROFITABILITY OF CHART PATTERNS: application to the Euro/Dollar foreign exchange market
Publishing author: BEN OMRANE Walid
Co-author(s): VAN OPPENS Hervé
Working paper (2003 - UCL, IAG Working Paper 95/2003) - English
Online since 2003.12.23 at 12:36:49 - 113 download(s) - 0
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Abstract | Download (pdf - 264 Ko) - Zip version (235 Ko) |
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| 28. | Modélisation stochastique de la température et évaluation d'un contrat de swap climatique
Publishing author: MRAOUA Mohammed (http://mraoua.orgfree.com)
Co-author(s): BARI Driss
Working paper (2005) - French
Online since 2006.02.28 at 12:29:46 - 99 download(s) - 0
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Abstract | Download (pdf - 658 Ko) - Zip version (581 Ko) |
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| 29. | Libor Market Model and Gaussian HJM explicit approaches to option on composition
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2005 - Bank for International Settlements) - English
Online since 2006.01.03 at 08:28:58 - 92 download(s) - 0
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Abstract | Download (pdf - 233 Ko) - Zip version (188 Ko) |
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| 30. | Default Boundary Problem
Publishing author: KREININ Alexander
Co-author(s): ISCOE Ian
Working paper (2001 - Algorithmics Inc.) - English
Online since 2006.03.14 at 17:56:43 - 53 download(s) - 0
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Abstract | Download (pdf - 180 Ko) - Zip version (150 Ko) |
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