| 231. | Libor Market Model and Gaussian HJM explicit approaches to option on composition
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2005 - Bank for International Settlements) - English
Online since 2006.01.03 at 08:28:58 -
87 download(s) - 0
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Abstract | Download (.pdf - 233 KB) - Zip version (188 KB) |
| | 3 download(s) during the current quarter |
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| 232. | Swaption: 1 price, 10 risks / Model uncertainty in market risk measurement
Publishing author: HENRARD Marc
Co-author(s):
Presentation (2005 - Quant congress Europe 2005, London (UK)) - English
Online since 2005.11.04 at 11:58:02 -
122 download(s) - 1
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Abstract | Download (.pps - 571 KB) - Zip version (339 KB) |
| | 3 download(s) during the current quarter |
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| 233. | Computation of Greeks, empirical testing of delta hedging, delta-gamma hedging
Publishing author: BHUTANI Gaurav
Co-author(s):
Software (2005) - English
Online since 2005.09.07 at 10:15:32 -
222 download(s) - 0
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Abstract | Download (.xls - 4424 KB) - Zip version (1260 KB) |
| | 3 download(s) during the current quarter |
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| 234. | Multivariate GARCH with Only Univariate Estimation
Publishing author: BURNS Patrick
Co-author(s):
Working paper (2005 - Burns Statistics) - English
Online since 2005.07.05 at 16:23:11 -
36 download(s) - 0
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Abstract | Download (.pdf - 59 KB) - Zip version (50 KB) |
| | 3 download(s) during the current quarter |
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| 235. | Les joueurs de loto français choisissent-ils leurs numéros au hasard ?
(Do french lotto players chose their numbers at random?)
Publishing author: ROGER Patrick
Co-author(s): BROIHANNE Marie-Hélène
Working paper (2005 - University Louis Pasteur) - French
Online since 2005.03.27 at 20:58:13 -
84 download(s) - 0
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Abstract (Abstract in English) | Download (.pdf - 245 KB) - Zip version (231 KB) |
| | 3 download(s) during the current quarter |
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| 236. | L’efficience du taux de change parallèle : Le cas du DINAR Algérien
(The efficiency of the parallel exchange rate: The case of Algerian Dinar)
Publishing author: BENBOUZIANE Mohamed
Co-author(s): BENAMAR Abdelhak
Working paper (2002 - Faculty of Economics and Management, Tlemcen University) - French
Online since 2005.03.26 at 17:25:12 -
113 download(s) - 2
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Abstract (Abstract in English) | Download (.doc - 143 KB) - Zip version (41 KB) |
| | 3 download(s) during the current quarter |
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| 237. | Influence des Facteurs Institutionnels sur l’Excès de Risque et les Ratings de Banques dans les Pays Emergents
(The Influence of Institutional Factors on Excess Risk and Bank Ratings in Emerging Market Economies)
Publishing author: GODLEWSKI Christophe J.
Co-author(s):
Journal article (2004 - Revue Bancaire et Financière) - French
Online since 2005.03.14 at 10:56:51 -
123 download(s) - 2
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Abstract (Abstract in English) | Download (.pdf - 285 KB) - Zip version (272 KB) |
| | 3 download(s) during the current quarter |
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| 238. | Les déterminants de la fourchette des prix en présence d'asymétrie d'information : le cas du CAC 40
(The determinants of bid ask spread under information asymetry: evidence from the CAC 40)
Publishing author: BOUBAKER Adel
Co-author(s): NAOUI Kamel
Working paper (2005 - Faculté des Sciences Economiques et de Gestion de Tunis) - French
Online since 2005.03.02 at 15:18:48 -
174 download(s) - 0
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Abstract (Abstract in English) | Download (.pdf - 616 KB) - Zip version (403 KB) |
| | 3 download(s) during the current quarter |
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| 239. | Evolutionary Portfolio Selection with Liquidity Shocks
Publishing author: DE GIORGI Enrico
Co-author(s):
Working paper (2004) - English
Online since 2004.12.20 at 12:40:03 -
90 download(s) - 0
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Abstract | Download (.pdf - 349 KB) - Zip version (310 KB) |
| | 3 download(s) during the current quarter |
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| 240. | Rôle de la Nature de l'Information dans l'Intermédiation Bancaire
(Role of the Nature of Information in the Banking Intermediation )
Publishing author: GODLEWSKI Christophe J.
Co-author(s):
Working paper (2004 - Laboratoire de Recherche en Gestion et Economie LaRGE) - French
Online since 2004.11.22 at 15:40:56 -
178 download(s) - 1
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- Average rating (/5): 5
Abstract (Abstract in English) | Download (.pdf - 153 KB) - Zip version (130 KB) |
| | 3 download(s) during the current quarter |
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