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~institution:"Chambre de commerce et d'industrie de Paris"
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Volatility derivatives and mod...
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10
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10
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8
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7
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7
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5
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English
23
French
2
Author
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Crouhy, Michel
9
Rockinger, Michael
5
Chesney, Marc
4
Galai, Dan
4
Bensoussan, Alain
3
Dumas, Bernard
3
Solnik, Bruno
3
Briys, Eric
2
Gibson, Rajna
2
Jennergren, Lars Peter
2
Jondeau, Eric
2
Maëder, Raymond
2
Näslund, Bertil
2
Benos, Alexandros Vassiliou
1
Bouaziz, Laurent
1
Boucrelle, Cyril
1
Collin-Dufresne, Pierre
1
Coutant, Sylvie
1
Fleming, Jeff
1
Jeanblanc, Monique
1
Le Fur, Yann
1
Longin, François M.
1
Loubergé, Henri
1
Pierrel, Jean-Claude
1
Schlesinger, Harris
1
Urga, Giovanni
1
Van Delft, Christian
1
Whaley, Robert E.
1
Yor, Marc
1
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
930
International Monetary Fund (IMF)
420
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
283
International Monetary Fund
157
C.E.P.R. Discussion Papers
98
Institut für Schweizerisches Bankwesen <Zürich>
75
EconWPA
62
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
Centre for Analytical Finance <Århus>
45
HAL
45
Université Paris-Dauphine (Paris IX)
42
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
41
CESifo
35
Agricultural and Applied Economics Association - AAEA
33
Ekonomiska forskningsinstitutet <Stockholm>
33
European Central Bank
33
World Bank
31
Basel Committee on Banking Supervision
30
Cowles Foundation for Research in Economics, Yale University
28
National Centre of Competence in Research North South <Bern>
28
Tilburg University, Center for Economic Research
28
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
25
Center for Economic Research <Tilburg>
21
Institute of Finance and Accounting <London>
21
OECD
21
School of Economics and Management, University of Aarhus
21
Society for Computational Economics - SCE
21
European Association of Agricultural Economists - EAAE
20
Svenska Handelshögskolan <Helsinki>
20
Federal Reserve Bank of St. Louis
19
University of Bonn, Germany
19
Zentrum für Europäische Wirtschaftsforschung (ZEW)
19
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
18
Reserve Bank of Australia
18
Centre for Economic Policy Research
17
Department of Economics, Oxford University
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
17
Inter-American Development Bank
17
Springer Fachmedien Wiesbaden
17
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Les cahiers de recherche / HEC Paris
25
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ECONIS (ZBW)
25
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1
On the term structure of default premia in the
swap
and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
Saved in:
2
The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909453
Saved in:
3
Volatility
indices for the French financial market
Crouhy, Michel
;
Rockinger, Michael
-
1996
Persistent link: https://www.econbiz.de/10000936195
Saved in:
4
Implied
volatility
functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
5
Stochastic equity
volatility
and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000907918
Saved in:
6
Stochastic equity
volatility
related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
Saved in:
7
Stochastic equity
volatility
and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909452
Saved in:
8
Optimal
hedging
in a futures market with background noise and basis risk
Briys, Eric
;
Crouhy, Michel
;
Schlesinger, Harris
-
1994
Persistent link: https://www.econbiz.de/10000888572
Saved in:
9
The pricing of forward-starting Asian options
Bouaziz, Laurent
;
Briys, Eric
;
Crouhy, Michel
-
1994
Persistent link: https://www.econbiz.de/10000909455
Saved in:
10
Changes in the structure and dynamics of European securities markets
Benos, Alexandros Vassiliou
;
Crouhy, Michel
-
1996
Persistent link: https://www.econbiz.de/10000953116
Saved in:
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