| 61. | An Analytical Expression for a Class of Parametric Payoff Functions
Publishing author: ALAVIAN Shahram
Co-author(s):
Working paper (2002) - English
Online since 2004.03.28 at 03:08:31 - 52 download(s) - 0
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Abstract | Download (pdf - 208 Ko) - Zip version (179 Ko) |
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| 62. | 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 - 517 download(s) - 2
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 141 Ko) - Zip version (118 Ko) |
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| 63. | Swaption: 1 price, 10 risks / Model uncertainty in market risk measurement
Publishing author: HENRARD Marc
Co-author(s):
Presentation (2005 - Quant congress Europe 2005, London (UK)) - English
Online since 2005.11.04 at 11:58:02 - 127 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (pps - 571 Ko) - Zip version (339 Ko) |
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| 64. | A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000) - English
Online since 2002.11.29 at 13:47:19 - 178 download(s) - 1
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 342 Ko) - Zip version (259 Ko) |
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| 65. | Application of Malliavin calculus to the computation of the Greeks
Publishing author: ELIE Romuald
Co-author(s): PREVEL Jean-Charles
Working paper (2003 - Columbia University) - English
Online since 2004.01.06 at 12:15:01 - 228 download(s) - 2
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 1356 Ko) - Zip version (1254 Ko) |
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| 66. | Libéralisation financière et croissance des SNF privées : une analyse comparative sur données agrégées (Financial liberalization and Non financial companies growth: A comparative analysis)
Publishing author: GHAZOUANI Kamel
Co-author(s): KCHIR Fatma / TLILI Hela
Working paper (2004) - French
Online since 2005.08.02 at 11:52:19 - 73 download(s) - 2
rating(s) - Average rating (/5): 4
Abstract | Download (doc - 852 Ko) - Zip version (276 Ko) |
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| 67. | Les modèles à volatilité stochastique
Publishing author: LASSOUED Rachid
Co-author(s):
Master's thesis (2000 - ESSEC Business School) - French
Online since 2003.08.25 at 17:15:15 - 790 download(s) - 10
rating(s) - Average rating (/5): 3
Abstract | Download (doc - 1345 Ko) - Zip version (382 Ko) |
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| 68. | Titrisation des risques assurantiels (Alternative Risk Transfert in Insurance)
Publishing author: CHARPENTIER Arthur
Co-author(s):
Presentation (2003 - ENSAE) - French
Online since 2004.01.06 at 11:17:42 - 387 download(s) - 2
rating(s) - Average rating (/5): 3
Abstract | Download (ps - 7156 Ko) - Zip version (2556 Ko) |
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| 69. | 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 Ko) - Zip version (1632 Ko) |
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| 70. | Investment Plan For Future - A Study
Publishing author: CHATURVEDI Varish
Co-author(s):
Working paper (2006) - English
Online since 2006.10.08 at 09:44:41 - 313 download(s) - 2
rating(s) - Average rating (/5): 3
Abstract | Download (doc - 390 Ko) - Zip version (186 Ko) |
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