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~subject:"Credit risk"
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Search: person:"Renault, Olivier"
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Credit risk
Theorie
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13
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10
Optionspreistheorie
10
Option pricing theory
9
Unvollkommener Markt
8
Incomplete market
7
Martingal
7
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7
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6
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6
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1986-2000
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English
8
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Renault, Olivier
8
Ericsson, Jan
3
Scaillet, Olivier
3
Dewyspelaere, Tom
1
Garcia, João Batista C.
1
Servigny, Arnaud de
1
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International Center for Financial Asset Management and Engineering
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Journal of banking & finance
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Structured credit products : pricing, rating, risk management and Basel II
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
Saved in:
2
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2915-2931
Persistent link: https://www.econbiz.de/10002410710
Saved in:
3
On the way to recovery : a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001764671
Saved in:
4
Liquidity and credit risk
Ericsson, Jan
;
Renault, Olivier
-
2001
Persistent link: https://www.econbiz.de/10001682984
Saved in:
5
Liquidity and credit risk
Ericsson, Jan
;
Renault, Olivier
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2219-2250
Persistent link: https://www.econbiz.de/10003378704
Saved in:
6
A comparative analysis of CDO risk models
Dewyspelaere, Tom
;
Garcia, João Batista C.
;
Renault, …
- In:
Structured credit products : pricing, rating, risk …
,
(pp. 245-260)
.
2004
Persistent link: https://www.econbiz.de/10003283245
Saved in:
7
Measuring and managing credit risk
Servigny, Arnaud de
;
Renault, Olivier
-
2004
Persistent link: https://www.econbiz.de/10001795170
Saved in:
8
Liquidity and credit risk
Ericsson, Jan
;
Renault, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533307
Saved in:
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