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PAPERS - Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe; Sagna, Nicolas; Cont, Rama; … - In: Applied mathematical finance 6 (1999) 3, pp. 209
Persistent link: https://www.econbiz.de/10008218039
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INTEREST RATES: STRINGS ATTACHED - Modelling interest rate movements as the "noisy" oscillations of an elastic string
Bouchaud, Jean-Philippe; Sagna, Nicolas; Cont, Rama; … - In: Risk : managing risk in the world's financial markets 11 (1998) 7, pp. 56-59
Persistent link: https://www.econbiz.de/10007062253
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INTEREST RATES: STRINGS ATTACHED - Modelling interest rate movements as the "noisy" oscillations of an elastic string
Bouchaud, Jean-Philippe; Sagna, Nicolas; Cont, Rama; … - In: Risk : managing risk in the world's financial markets 11 (1998) 7, pp. 56-59
Persistent link: https://www.econbiz.de/10007062269
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OPTION PRICING: HEDGE YOUR MONTE CARLO - A Monte Carlo-based variance reduction approach to pricing and hedging.
Potters, Marc; Bouchaud, Jean-Philippe; Sestovic, Dragan - In: Risk : managing risk in the world's financial markets 14 (2001) 3, pp. 133-138
Persistent link: https://www.econbiz.de/10007044892
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Book review - Theory of Financial Risk and Derivatives Pricing, From Statistical Physics to Risk Management
Bouchard, Jean-Philippe; Potters, Marc; Lundin, Mark - In: Risk : managing risk in the world's financial markets 17 (2004) 6, pp. 68
Persistent link: https://www.econbiz.de/10007027362
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Books: Physics of Finance: Gauge Modelling of Non-equilibrium Pricing
Ilinski, Kirill; Potters, Marc - In: Risk : managing risk in the world's financial markets 14 (2001) 9, pp. 121
Persistent link: https://www.econbiz.de/10007041589
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RANDOM MATRIX THEORY - Using theoretical physics to ensure that covariance and correlation matrices are reliable, not random
Laloux, Laurent; Cizeau, Pierre; Bouchaud, Jean-Phillipe; … - In: Risk : managing risk in the world's financial markets 12 (1999) 3, pp. 69-73
Persistent link: https://www.econbiz.de/10007058153
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Credit default swaps and financial stability
Cont, Rama - In: Financial stability review : FSR 14 (2010), pp. 35-43
Persistent link: https://www.econbiz.de/10009921105
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Optimal portfolio management with American capital guarantee
El Karoui, Nicole; Jeanblanc, Monique; Lacoste, Vincent - In: Journal of economic dynamics & control 29 (2005) 3, pp. 449-468
Persistent link: https://www.econbiz.de/10006748805
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Dynamic asset pricing theory with uncertain time-horizon
Blanchet-Scalliet, Christophette; El Karoui, Nicole; … - In: Journal of economic dynamics & control 29 (2005) 10, pp. 1737-1764
Persistent link: https://www.econbiz.de/10006750814