Feedback to SSRN

 
  • Selected
  • Entire List
 

Hainaut, Donatien


 SSRN Author Rank: 44,061 by Downloads
 Assistant professor of finance
 

ESC Rennes School of Business


 Rue Robert d'arbrissel, 2
 Rennes, 35000
 France
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Hainaut, Donatien's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
469
Total
Citations
0
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Hainaut, Donatien
ESC Rennes School of Business
Colwell, David B.
UNSW Australia Business School, School of Banking and Finance
Posted:
04 Feb 13
Last Revised:
26 Oct 14
109
(151,880)
 

2.  
Hainaut, Donatien
ESC Rennes School of Business
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
03 Feb 13
Last Revised:
08 Nov 14
78
(189,503)
 

3.  
Credit Risk Valuation with Rating Transitions and Partial Information | Show Abstract | Download |
Forthcoming in International Journal of Applied and Theoretical Finance
Accepted Paper Series
Hainaut, Donatien
ESC Rennes School of Business
Robert, Christian Yann
University of Lyon 1 - Institute of Finance and Insurance Science (ISFA)
Posted:
03 Feb 13
Last Revised:
26 Oct 14
66
(208,283)
 

4.  
Strategic Asset Allocation with Switching Dependence | Show Abstract | Download |
Annals of Finance Vol 8(1), 2012, pp. 75-96.
Accepted Paper Series
Hainaut, Donatien
ESC Rennes School of Business
Macgilchrist, Renaud
ESC Rennes Business School
Posted:
22 Oct 13
60
(218,864)
 

5.  
Dynamic Asset Allocation Under VAR Constraint with Stochastic Interest Rates | Show Abstract | Download |
Annals of Operation Research, Vol. 172, No. 1, 2009
Accepted Paper Series
Hainaut, Donatien
ESC Rennes School of Business
Posted:
14 Sep 13
Last Revised:
22 Oct 13
33
(280,278)
 

6.  
Risk Management of CPPI Funds in Switching Regime Markets | Show Abstract | Download |
Bankers, Markets and Investors. August 2011. (eds Revue Banque)
Accepted Paper Series
Hainaut, Donatien
ESC Rennes School of Business
Posted:
21 Jan 14
29
(292,727)
 

7.  
A Fractal Version of the Hull-White Interest Rate Model | Show Abstract | Download |
Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Working Paper Series
Hainaut, Donatien
ESC Rennes School of Business
Posted:
03 Jun 12
28
(296,197)
 

8.  
Approximate Default Probabilities of a Holding Company, with Complete and Partial Information | Show Abstract | Download |
Forthcoming in Journal of Computational and Applied Mathematics
Accepted Paper Series
Hainaut, Donatien
ESC Rennes School of Business
Deelstra, Griselda
Université Libre de Bruxelles (ULB)
Posted:
03 Feb 13
Last Revised:
26 Oct 14
23
(314,931)
 

9.  
An Interest Rate Tree Driven by a Lévy Process | Show Abstract | Download |
Journal of Derivatives, Vol. 18, No. 2, 2010
Accepted Paper Series
Hainaut, Donatien
ESC Rennes School of Business
Macgilchrist, Renaud
ESC Rennes Business School
Posted:
12 Sep 13
Last Revised:
22 Oct 13
16
(344,518)
 

10.  
Life Annuitization: Why and How Much? | Show Abstract | Download |
ASTIN Bulletin, Vol 36(2), 2006, p. 629-654
Accepted Paper Series
Hainaut, Donatien
ESC Rennes School of Business
Devolder, Pierre
Catholic University of Louvain
Posted:
22 Oct 13
14
(353,126)
 

11.  
Impulse Control of Pension Fund Contributions, in a Regime Switching Economy | Show Abstract | Download |
Forthcoming in European Journal of Operational Research
Accepted Paper Series
Hainaut, Donatien
ESC Rennes School of Business
Posted:
21 Jan 14
Last Revised:
26 Oct 14
8
(379,004)
 

12.  
Optimal Design of Profit Sharing Rates by FFT | Show Abstract | Download |
Insurance: Mathematics and Economics, Vol. 46, No. 3, 2010
Accepted Paper Series
Hainaut, Donatien
ESC Rennes School of Business
Posted:
22 Oct 13
5
(391,182)
 


Records 1 - 12 of 12 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo8 in 0.125 seconds