| 31. | Pricing the smile in a forward LIBOR market model
Publishing author: MERCURIO Fabio
Co-author(s):
Working paper (2002 - Banca IMI) - English
Online since 2002.11.15 at 15:50:06 - 174 download(s) - 0
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Abstract | Download (pdf - 375 Ko) - Zip version (309 Ko) |
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| 32. | 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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| 33. | A multivariate FGD technique to improve VaR computation in equity markets
Publishing author: AUDRINO Francesco
Co-author(s): BARONE-ADESI Giovanni
Working paper (2002) - English
Online since 2003.02.13 at 14:39:48 - 122 download(s) - 0
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Abstract | Download (pdf - 416 Ko) - Zip version (356 Ko) |
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| 34. | APPLICATION OF GARCH MODELS IN FORECASTING THE VOLATILITY OF AGRICULTURAL COMMODITIES
Publishing author: GUIDA Tony
Co-author(s): MATRINGE Olivier
Working paper (2004) - English
Online since 2006.01.10 at 12:16:08 - 78 download(s) - 0
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Abstract | Download (pdf - 323 Ko) - Zip version (301 Ko) |
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| 35. | 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 Ko) - Zip version (118 Ko) |
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| 36. | The Dynamics of Capital Structure: Panel Data Analysis. Evidence From New High-Tech German Firms
Publishing author: BOUALLEGUI Imen
Co-author(s):
Working paper (2004 - Institut Supérieur de Gestion de Tunis-Tunisia) - English
Online since 2005.03.17 at 14:10:14 - 136 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 152 Ko) - Zip version (139 Ko) |
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| 37. | Options de Croissance, Coût du Capital et Valeur Des Investissements
Publishing author: GABILLON Jean Claude
Co-author(s):
Working paper (2006 - ESCT-Univ Toulouse III) - French
Online since 2006.07.11 at 17:04:12 - 114 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract (Abstract in English) | Download (pdf - 275 Ko) - Zip version (243 Ko) |
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| 38. | Incomplete markets and pricing techniques
Publishing author: LAMRABET Anas
Co-author(s):
Master's thesis (2005 - ESCP-EAP) - English
Online since 2005.12.12 at 17:32:23 - 361 download(s) - 3
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 788 Ko) - Zip version (724 Ko) |
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| 39. | Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2002) - English
Online since 2003.01.28 at 11:42:58 - 306 download(s) - 1
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 259 Ko) - Zip version (181 Ko) |
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| 40. | A.I.R.A.P. - Alternative RAPMs for Alternative Investments
Publishing author: SHARMA Milind
Co-author(s):
Working paper (2003) - English
Online since 2004.02.04 at 00:23:29 - 197 download(s) - 1
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 204 Ko) - Zip version (178 Ko) |
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