Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimation of a linear Gaussia...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
27
Theory
27
Portfolio selection
11
Portfolio-Management
11
Hedging
9
Risikomanagement
8
Risk management
8
Asset-Backed Securities
7
Asset-backed securities
7
Estimation theory
7
Schätztheorie
7
Credit risk
6
Kreditrisiko
6
Optionspreistheorie
6
Markov chain
5
Markov-Kette
5
Option pricing theory
5
Volatilität
5
Welt
5
World
5
Basel Accord
4
Basler Akkord
4
Derivat
4
Derivative
4
Incomplete market
4
Sensitivity analysis
4
Sensitivitätsanalyse
4
Stochastic process
4
Stochastischer Prozess
4
Unvollkommener Markt
4
Volatility
4
CAPM
3
Core
3
Credit derivative
3
Entropie
3
France
3
Frankreich
3
Interest rate derivative
3
Kreditderivat
3
Nonparametric estimation
3
more ...
less ...
Online availability
All
Undetermined
28
Free
22
Type of publication
All
Article
76
Book / Working Paper
42
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Working Paper
13
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Amtsdruckschrift
7
Government document
7
Aufsatz im Buch
6
Book section
6
research-article
2
Collection of articles of several authors
1
Forschungsbericht
1
Sammelwerk
1
more ...
less ...
Language
All
Undetermined
60
English
48
French
10
Author
All
Laurent, Jean-Paul
85
Genon-Catalot, Valentine
17
Adam, Alexandre
8
Houkari, Mohamed
8
Cousin, Areski
7
Genon-Catalot, V.
7
Gouriéroux, Christian
7
Gregory, Jon
7
Pham, Huyên
7
Scaillet, Olivier
7
Comte, Fabienne
6
Comte, F.
5
Darolles, Serge
5
Laredo, Catherine
5
Laurent, Jean Paul
5
Leisen, Dietmar
5
Arvanitis, Angelo
4
Gourieroux, Christian
4
Nussbaum, Michael
4
Rozenholc, Y.
4
Bonnaud, Joe
3
Laurent, J.-P.
3
Tiomo, André
3
Amraoui, Salah
2
Amzelek, Philippe
2
Armakolla, Angela
2
Brillet, Jean-Louis
2
Burtschell, Xavier
2
Caussat, Laurent
2
Chabaane, Ali
2
Cousot, Laurent
2
Daeschner, Thierry
2
Dumontier, Françoise
2
Frachot, Antoine
2
Gregory, Jonathon
2
Hitier, Sebastien
2
Laredo, C.
2
Pichot, Olivier
2
Salomon, Julien
2
Sestier, Michael
2
more ...
less ...
Institution
All
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
5
HAL
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
1
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
University of Bonn, Germany
1
more ...
less ...
Published in...
All
Revue d'Économie Financière
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Stochastic Processes and their Applications
5
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
5
Finance and stochastics
4
Journal of banking & finance
4
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
4
Risk : managing risk in the world's financial markets
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Finance : revue de l'Association Française de Finance
3
Journal of economic dynamics & control
3
Revue d'économie financière : revue trimestrielle de l'Association d'Economie Financière
3
Scandinavian Journal of Statistics
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
The definitive guide to CDOs : market, application, valuation and hedging
3
Discussion paper
2
Finance and Stochastics
2
Insurance / Mathematics & economics
2
Journal of Economic Dynamics and Control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Statistics & Probability Letters
2
Working Papers / HAL
2
29th International Conference of the French Finance Association (AFFI) 2012
1
CEPREMAP Working Papers (Couverture Orange)
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion Paper
1
Discussion Paper Serie B
1
Discussion paper / B
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
1
Discussion papers of interdisciplinary research project 373
1
Economie et statistique
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Insurance: Mathematics and Economics
1
Journal of Banking & Finance
1
Journal of empirical finance
1
La crise financière de l'immobilier : reflexions sur un phénomène mondial ; suivi des Actes du Seminaire Institutional Investment in Real Estate
1
Mathematical Finance
1
Metrika
1
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
RePEc
43
OLC EcoSci
20
Other ZBW resources
2
USB Cologne (business full texts)
1
EconStor
1
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
11
-
20
of
118
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Building models for credit spreads
Arvanitis, Angelo
;
Gregory, Jonathon
;
Laurent, Jean-Paul
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001432491
Saved in:
12
Risques financiers : juniors vs seniors
Laurent, Jean-Paul
;
Tiomo, André
- In:
Revue d'économie financière : revue trimestrielle de …
(
1998
)
5
,
pp. 189-211
Persistent link: https://www.econbiz.de/10001465718
Saved in:
13
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
14
Quadratic hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1995
Persistent link: https://www.econbiz.de/10000924110
Saved in:
15
Approximating payoffs and approximating pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
-
1997
Persistent link: https://www.econbiz.de/10000980460
Saved in:
16
Mean-variance hedging and numeraire
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Pham, Huyên
-
1996
Persistent link: https://www.econbiz.de/10000950071
Saved in:
17
Estimation of a dynamic hedge
Gouriéroux, Christian
;
Laurent, Jean-Paul
-
1996
Persistent link: https://www.econbiz.de/10000950710
Saved in:
18
Variance optimal cap pricing models
Laurent, Jean-Paul
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001355583
Saved in:
19
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
20
Variance optimal cap pricing models
Laurent, Jean-Paul
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001379916
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
