| 11. | Historical Yield Curve Scenarios Generation without Resorting to Variance Reduction Techniques
Publishing author: AUDRINO Francesco
Co-author(s): TROJANI Fabio
Working paper (2003 - University of Southern Switzerland) - English
Online since 2003.07.10 at 12:49:09 - 124 download(s) - 0
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Abstract | Download (pdf - 423 Ko) - Zip version (389 Ko) |
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| 12. | 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 Ko) - Zip version (173 Ko) |
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| 13. | 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 Ko) - Zip version (238 Ko) |
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| 14. | Stochastics for the worst case: distributions and risk measures for minimal returns
Publishing author: MIHAI Mihnea-Stefan
Co-author(s):
Working paper (2003 - University of Saarland) - English
Online since 2003.06.11 at 12:46:55 - 142 download(s) - 2
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 95 Ko) - Zip version (80 Ko) |
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| 15. | 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 Ko) - Zip version (197 Ko) |
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| 16. | Introduction à la théorie des copulas
Publishing author: CHARPENTIER Arthur
Co-author(s):
Presentation (2002 - CREST) - French
Online since 2002.12.20 at 16:46:54 - 888 download(s) - 16
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 6463 Ko) - Zip version (6213 Ko) |
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| 17. | Modèles à volatilité stochastique discrète (Switching regime models for modeling volatility)
Publishing author: KHACHCHOU Mohammed
Co-author(s): BAHAJI Hamza
Master's thesis (2006 - ESSEC-CNAM) - French
Online since 2006.10.02 at 16:33:55 - 183 download(s) - 0
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Abstract | Download (pdf - 392 Ko) - Zip version (330 Ko) |
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