| 101. | Capital Investment and R&D: A Panel Cointegration Analysis
Publishing author: DE JONG Pieter J.
Co-author(s):
Working paper (2006 - University of Texas at Arlington) - English
Online since 2006.03.30 at 17:35:29 -
82 download(s) - 0
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Abstract | Download (.pdf - 232 KB) - Zip version (215 KB) |
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| 102. | Excess Credit Risk and Bank's Default Risk: An Application of Default Prediction's Models to Banks from Emerging Market Economies
Publishing author: GODLEWSKI Christophe J.
Co-author(s):
Working paper (2003 - Laboratoire de Recherche en Gestion et Economie LaRGE) - English
Online since 2004.11.22 at 15:31:53 -
185 download(s) - 1
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Abstract | Download (.pdf - 444 KB) - Zip version (413 KB) |
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| 103. | Excel Implementation of Sharpe's Single Index Model
Publishing author: BHUTANI Gaurav
Co-author(s):
Software (2004) - English
Online since 2004.07.06 at 16:28:00 -
609 download(s) - 0
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Abstract | Download (.xls - 79 KB) - Zip version (24 KB) |
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| 104. | Analyse et Modélisation des CDO
(CDO Analysis and Modelisation)
Publishing author: GOZLAN Olivier Abraham
Co-author(s):
Master's thesis (2002 - Ensimag - Ecole Doctorale de Grenoble) - French
Online since 2003.02.23 at 17:27:06 -
1152 download(s) - 12
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Abstract (Abstract in English) | Download (.pdf - 675 KB) - Zip version (434 KB) |
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| 105. | Options Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities
Publishing author: DAVID Alexander
Co-author(s): VERONESI Pietro
Working paper (2002 - Olin School of Business - Washington University in St. Louis) - English
Online since 2003.02.12 at 01:52:41 -
382 download(s) - 3
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Abstract | Download (.pdf - 706 KB) - Zip version (536 KB) |
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| 106. | 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 -
366 download(s) - 5
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Abstract | Download (.pdf - 245 KB) - Zip version (197 KB) |
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| 107. | 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 -
281 download(s) - 1
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Abstract | Download (.pdf - 250 KB) - Zip version (173 KB) |
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| 108. | Pricing inflation-indexed and foreign currency linked convertible bonds with credit risk
Publishing author: RAVIV Alon
Co-author(s): LANDSKRONER Yoram
Working paper (2002 - Hebrew University Business school ) - English
Online since 2003.01.13 at 19:52:31 -
315 download(s) - 5
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Abstract | Download (.pdf - 451 KB) - Zip version (283 KB) |
| | 7 download(s) during the current quarter |
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| 109. | ASPECTS REGARDING THE FINANCING OF DEFENCE
Publishing author: FLORIşTEANU Elena
Co-author(s):
Working paper (2008 - Land Forces Academy, Sibiu) - English
Online since 2008.04.13 at 22:19:33 -
6 download(s) - 0
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Abstract | Download (.doc - 173 KB) - Zip version (56 KB) |
| | 6 download(s) during the current quarter |
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| 110. | Numeraire invariance and application to option pricing and hedging
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2008 - AtomPro Structured Products and Twente University) - English
Online since 2008.02.14 at 14:05:00 -
12 download(s) - 0
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Abstract | Download (.pdf - 200 KB) - Zip version (180 KB) |
| | 6 download(s) during the current quarter |
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