| 161. | NEWS ANNOUNCEMENTS, MARKET ACTIVITY AND VOLATILITY IN THE EURO/DOLLAR FOREIGN EXCHANGE MARKET
Publishing author: BEN OMRANE Walid
Co-author(s): BAUWENS Luc / GIOT Pierre
Journal article (2003 - Journal of International Money and Finance, Forthcoming) - English
Online since 2003.12.22 at 15:45:29 -
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| 162. | 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 -
336 download(s) - 2
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Abstract (Abstract in English) | Download (.pdf - 1854 KB) - Zip version (1632 KB) |
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| 163. | Dynamic Behavior of Interest Rates in China
Publishing author: LIN Hai
Co-author(s): ZHENG Zhenlong
Working paper (2003 - Department of Finance, Xiamen University) - English
Online since 2003.06.04 at 16:33:01 -
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Abstract | Download (.doc - 496 KB) - Zip version (181 KB) |
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| 164. | Long range dependence in daily stock returns
Publishing author: CAPORALE Guglielmo Maria
Co-author(s): GIL-ALANA Luis Alberiko
Working paper (2002) - English
Online since 2003.02.06 at 10:23:45 -
145 download(s) - 2
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Abstract | Download (.pdf - 107 KB) - Zip version (85 KB) |
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| 165. | 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 -
514 download(s) - 2
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Abstract | Download (.pdf - 141 KB) - Zip version (118 KB) |
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| 166. | Bermudan Option Pricing with Monte-Carlo Methods
Publishing author: DOUADY Raphael
Co-author(s):
Journal article (2001 - Quantitative Analysis in Financial Markets, World Scientific, M. Avellaneda ed.) - English
Online since 2003.01.13 at 09:50:49 -
598 download(s) - 4
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Abstract | Download (.pdf - 518 KB) - Zip version (247 KB) |
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| 167. | Equilibrium Valuation of Options on the Market Portfolio with Return Predictability and Stochastic Volatility
Publishing author: CAO Melanie
Co-author(s):
Working paper (2002 - York University) - English
Online since 2003.01.06 at 17:48:26 -
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Abstract | Download (.pdf - 494 KB) - Zip version (452 KB) |
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| 168. | 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 -
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Abstract | Download (.pdf - 6463 KB) - Zip version (6213 KB) |
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| 169. | What macroeconomic risks are (not) shared by international investors?
Publishing author: WU Shu
Co-author(s): IWATA Shigeru
Working paper (2002) - English
Online since 2002.11.20 at 18:34:07 -
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Abstract | Download (.pdf - 207 KB) - Zip version (181 KB) |
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| 170. | Investibility and Return Volatility
Publishing author: BAE Kee-Hong
Co-author(s): CHAN Kalok / NG Angela
Journal article (2002 - Journal of Financial Economics) - English
Online since 2002.11.14 at 03:46:52 -
246 download(s) - 4
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Abstract | Download (.pdf - 283 KB) - Zip version (265 KB) |
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