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Liquidity and credit risk
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Ericsson, Jan
9
Renault, Olivier
6
Reneby, Joel
4
Elkamhi, Redouane
2
Prigent, Jean-Luc
2
Scaillet, Olivier
2
Servigny, Arnaud de
2
Jacobs, Kris
1
Oviedo, Rodolfo
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Applied mathematical finance
2
Finance : revue de l'Association Française de Finance
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Banque : revue mensuelle du banquier, de son personnel et de sa clientèle
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Journal of banking & finance
1
Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial economics
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Risk : managing risk in the world's financial markets
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OLC EcoSci
ECONIS (ZBW)
76
RePEc
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1
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/10007293147
Saved in:
2
Asset substitution, debt pricing, optimal leverage and maturity
Ericsson, Jan
- In:
Finance : revue de l'Association Française de Finance
21
(
2000
)
2
,
pp. 39-70
Persistent link: https://www.econbiz.de/10009918857
Saved in:
3
MÉTIERS & FONCTIONS - RISQUE ET PRUDENTIEL - Modèles de portefeuille de crédit : un succès en demi-teinte ?
Servigny, Arnaud de
;
Renault, Olivier
- In:
Banque : revue mensuelle du banquier, de son personnel …
(
2003
)
653
,
pp. 48-49
Persistent link: https://www.econbiz.de/10006432031
Saved in:
4
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. 2915-2932
Persistent link: https://www.econbiz.de/10005882384
Saved in:
5
Default correlation: Correlation evidence - Like ratings, default correlation is an area of fierce industry debate. But any fundamental, long-term investor searching for fair value in credit correlation will want to understand what the historical data actually says. Here, the authors address this need.-
Servigny, Arnaud de
;
Renault, Olivier
- In:
Risk : managing risk in the world's financial markets
16
(
2003
)
7
,
pp. 90-94
Persistent link: https://www.econbiz.de/10007031173
Saved in:
6
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133
Persistent link: https://www.econbiz.de/10007231009
Saved in:
7
Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc
;
Renault, Olivier
;
scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 143-152
Persistent link: https://www.econbiz.de/10009918842
Saved in:
8
Estimating Structural Bond Pricing Models
Ericsson, Jan
;
Reneby, Joel
- In:
The journal of business : B
78
(
2005
)
2
,
pp. 707
Persistent link: https://www.econbiz.de/10006016109
Saved in:
9
Stock options as barrier contingent claims
Ericsson, Jan
;
Reneby, Joel
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10008215327
Saved in:
10
A framework for valuing corporate securities
Ericsson, Jan
;
Reneby, Joel
- In:
Applied mathematical finance
5
(
1998
)
3-4
,
pp. 143-164
Persistent link: https://www.econbiz.de/10008218755
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