| 41. | 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 - 119 download(s) - 1
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 374 Ko) - Zip version (332 Ko) |
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| 42. | 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 - 96 download(s) - 1
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 1047 Ko) - Zip version (219 Ko) |
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| 43. | State Tameness: A New Approach for Credit Constrains
Publishing author: LONDONO Jaime Alberto
Co-author(s):
Presentation (2002 - Second World congress of the Bachellier Finance Society, Crete, Grece) - English
Online since 2003.06.04 at 18:07:10 - 54 download(s) - 2
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 98 Ko) - Zip version (77 Ko) |
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| 44. | 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 - 153 download(s) - 4
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 272 Ko) - Zip version (249 Ko) |
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| 45. | A new approach to measuring financial contagion
Publishing author: BAE Kee-Hong
Co-author(s): KAROLYI George Andrew / STULZ René M.
Journal article (2002 - Review of Financial Studies, forthcoming) - English
Online since 2002.10.29 at 05:01:00 - 186 download(s) - 2
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 432 Ko) - Zip version (405 Ko) |
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| 46. | A Market model for inflation
Publishing author: BENHAMOU Eric
Co-author(s): BELGRADE Nabyl / KOEHLER Etienne
Working paper (2004 - IXIS CIB) - English
Online since 2004.11.06 at 10:46:18 - 574 download(s) - 1
rating(s) - Average rating (/5): 1
Abstract | Download (pdf - 301 Ko) - Zip version (271 Ko) |
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| 47. | Advantages of the integrated ALM approach
Publishing author: CHATURVEDI Varish
Co-author(s):
Working paper (2004 - D I University) - English
Online since 2006.08.09 at 09:57:15 - 142 download(s) - 1
rating(s) - Average rating (/5): 1
Abstract | Download (doc - 933 Ko) - Zip version (523 Ko) |
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| 48. | Reconciling year on year and zero coupon inflation swap: A market model approach
Publishing author: BENHAMOU Eric
Co-author(s): BELGRADE Nabyl
Working paper (2004 - Ixis CIB) - English
Online since 2004.11.06 at 10:50:12 - 367 download(s) - 0
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Abstract | Download (pdf - 80 Ko) - Zip version (73 Ko) |
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| 49. | How To Measure Corporate Bond Liquidity?
Publishing author: HOUWELING Patrick
Co-author(s): MENTINK Albert / VORST Ton
Working paper (2003) - English
Online since 2003.06.08 at 16:41:53 - 252 download(s) - 0
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Abstract | Download (pdf - 215 Ko) - Zip version (191 Ko) |
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| 50. | Behavioral Finance, verhaltenswissenschaftliche Finanzmarktforschung und Portfoliomanagement
Publishing author: OEHLER Andreas
Co-author(s):
Journal article (2002 - Handbuch des Portfoliomanagement, 2nd ed., Bad Soden 2002) - German
Online since 2003.06.09 at 12:24:06 - 161 download(s) - 0
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Abstract | Download (pdf - 493 Ko) - Zip version (318 Ko) |
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