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subject:"Theory"
subject:"Welt"
~person:"Berred, Alexandre M."
~person:"Laurent, Jean-Paul"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Theory
Welt
Theorie
22
Estimation theory
8
Schätztheorie
8
Portfolio selection
5
Portfolio-Management
5
Hedging
4
Risikomanagement
4
Risk management
4
Option pricing theory
3
Optionspreistheorie
3
Basel Accord
2
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2
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2
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2
Derivat
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1997-1998
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14
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14
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14
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English
22
Author
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Berred, Alexandre M.
Laurent, Jean-Paul
Beladi, Hamid
162
Pestieau, Pierre
159
Güth, Werner
155
Creedy, John
145
Phillips, Peter C. B.
142
Lai, Ching-chong
140
Thisse, Jacques-François
135
Gouriéroux, Christian
130
Nijkamp, Peter
130
Turnovsky, Stephen J.
125
Tirole, Jean
123
Marjit, Sugata
120
Cremer, Helmuth
119
Broll, Udo
118
Färe, Rolf
116
Long, Ngo Van
116
Mukherjee, Arijit
115
Lambertini, Luca
113
Frey, Bruno S.
112
Acemoglu, Daron
111
Laporte, Gilbert
106
Jarrow, Robert A.
105
Cheng, T. C. E.
102
Tsionas, Efthymios G.
102
Laffont, Jean-Jacques
101
Stiglitz, Joseph E.
100
Devereux, Michael B.
99
Kumbhakar, Subal
99
Gersbach, Hans
98
Miceli, Thomas J.
98
Shogren, Jason F.
97
Quiggin, John C.
96
Michel, Philippe
95
Franses, Philip Hans
94
Lien, Da-hsiang Donald
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Gupta, Rangan
92
Andersen, Torben M.
90
Bossert, Walter
90
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
Finance : revue de l'Association Française de Finance
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of empirical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Paris Princeton lectures on mathematical finance
1
Review of derivatives research
1
Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
22
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1
Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul
;
Sestier, Michael
;
Thomas, Stéphane
- In:
Journal of banking & finance
73
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
Saved in:
2
An overview of the valuation of collateralized derivative contracts
Laurent, Jean-Paul
;
Amzelek, Philippe
;
Bonnaud, Joe
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10011293083
Saved in:
3
Hedging CDO tranches in a Markovian environment
Cousin, Areski
;
Jeanblanc, Monique
;
Laurent, Jean-Paul
- In:
Paris Princeton lectures on mathematical finance
4
(
2010
),
pp. 1-61
Persistent link: https://www.econbiz.de/10009356720
Saved in:
4
Spectral risk measures and portfolio selection
Adam, Alexandre
;
Houkari, Mohamed
;
Laurent, Jean-Paul
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1870-1882
Persistent link: https://www.econbiz.de/10003774969
Saved in:
5
Double impact : credit risk assessment and collateral value
Chabaane, Ali
;
Laurent, Jean-Paul
;
Salomon, Julien
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
Numéro hors séries
,
pp. 157-178
Persistent link: https://www.econbiz.de/10002877424
Saved in:
6
Approximating payoffs and pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1721-1746
Persistent link: https://www.econbiz.de/10001508770
Saved in:
7
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
9
On the maximal and minimal excursion endpoints of the partial sum process
Berred, Alexandre M.
-
1999
Persistent link: https://www.econbiz.de/10001380384
Saved in:
10
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
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