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Laurent, Jean-Paul
15
Gregory, Jon
3
Adam, Alexandre
2
Arvanitis, Angelo
2
Cousin, Areski
2
Houkari, Mohamed
2
Laurent, Jean Paul
2
Burtschell, X.
1
Chabaane, Ali
1
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Gregory, J.
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Gregory, Jonathon
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Risk : managing risk in the world's financial markets
4
Revue d'économie financière : revue trimestrielle de l'Association d'Economie Financière
3
Finance : revue de l'Association Française de Finance
2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
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OLC EcoSci
ECONIS (ZBW)
48
RePEc
27
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
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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/10008087842
Saved in:
2
Spectral risk measures and portfolio selection
Adam, Alexandre
;
Houkari, Mohamed
;
Laurent, Jean-Paul
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1870-1883
Persistent link: https://www.econbiz.de/10008883971
Saved in:
3
Les risques des produits garantis
Laurent, Jean-Paul
- In:
Revue d'économie financière : revue trimestrielle de …
(
1993
),
pp. 11-42
Persistent link: https://www.econbiz.de/10010080624
Saved in:
4
Les dérivés de crédit
Laurent, Jean-Paul
- In:
Revue d'économie financière : revue trimestrielle de …
(
2000
)
4
,
pp. 115-134
Persistent link: https://www.econbiz.de/10010080868
Saved in:
5
A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework
Burtschell, X.
;
Gregory, J.
;
Laurent, J.-P.
- In:
The journal of derivatives : the official publication …
16
(
2009
)
4
,
pp. 9-37
Persistent link: https://www.econbiz.de/10008311632
Saved in:
6
Dynamic programming and mean-variance hedging
Laurent, Jean Paul
;
Pham, Huyên
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10008218081
Saved in:
7
Mean-Variance Hedging and Numéraire
Gourieroux, Christian
;
Laurent, Jean Paul
;
Pham, Huyén
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 179-200
Persistent link: https://www.econbiz.de/10008219163
Saved in:
8
Comparison results for exchangeable credit risk portfolios
Cousin, Areski
;
Laurent, Jean-Paul
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1118-1127
Persistent link: https://www.econbiz.de/10008057640
Saved in:
9
Credit derivatives: In the core of correlation In a follow-up to their - will survive article of last year, Jon Gregory and Jean-Paul Laurent show how to tractably niove beyond a flat correlation matrix, allowing a more realistic treatment and analysis of correlation risk.
Gregory, Jon
;
Laurent, Jean-Paul
- In:
Risk : managing risk in the world's financial markets
17
(
2004
)
10
,
pp. 87-91
Persistent link: https://www.econbiz.de/10007025548
Saved in:
10
Kreditderivate: Beste Überlebenschancen - Die Autoren benutzen ein analytisches konditionales Abhängigkeits-Verfahrensmodell zur Bewertung von Default Baskets und synthetischen CDO-Tranchen. Die Modellergebnisse entsprechen Monte Carlo-Resultaten zur Preisbestimmung und bieten eine deutliche Verbesserung bei der Berechnung von Deltas.
Gregory, Jon
;
Laurent, Jean-Paul
- In:
Risk : managing risk in the world's financial markets
38
(
2004
),
pp. 31-38
Persistent link: https://www.econbiz.de/10007025859
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