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Quittard-Pinon, Francois's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,457 |
Total
Citations
16 |
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1.
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Bernard, Carole
University of Waterloo Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control Quittard-Pinon, Francois
University of Lyon 1
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26 Mar 05
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Last Revised:
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14 Apr 10
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302
(47,828)
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1
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Change of Numéraire, HJM model, Barrier Option, Markovian Approximation
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2.
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Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control Quittard-Pinon, Francois
University of Lyon 1
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05 Apr 07
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Last Revised:
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26 Dec 10
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299
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Participating Life Insurance Policies, Kou Processes, Jump-Diffusion, Early Default, Fair Value
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3.
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Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control Quittard-Pinon, Francois
University of Lyon 1
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01 Mar 06
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Last Revised:
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26 Dec 10
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299
(48,395)
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7
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Cumulative Default Probability, Structural Model, Jump-Diffusion, Endogenous Capital Structure, Esscher Transform, Kou Processes
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4.
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Chrétien, Laurent
University of Lyon 1 Quittard-Pinon, Francois
University of Lyon 1
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265
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5.
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Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control Quittard-Pinon, Francois
University of Lyon 1
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01 Mar 06
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Last Revised:
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26 Dec 10
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214
(69,815)
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Optimal Capital Structure, Default Risk, Stable Processes, Credit Spreads
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6.
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Kelani, Abdou
University of Lyon 1 - Institute of Finance and Insurance Science (ISFA) Quittard-Pinon, Francois
University of Lyon 1
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07 May 11
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Last Revised:
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15 Nov 12
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196
(76,322)
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Risk measures, VaR, CVaR, Jump Diffusion
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7.
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Bernard, Carole
University of Waterloo Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control Quittard-Pinon, Francois
University of Lyon 1
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17 Jan 06
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Last Revised:
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27 Dec 10
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188
(79,476)
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Participating Contracts, Safety Loading, Default Risk, Interest Rate Risk, Market Value, Fair Value Principle, Premium Principle, Equity Default Swap
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8.
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Bernard, Carole
University of Waterloo Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control Quittard-Pinon, Francois
University of Lyon 1
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30 Jan 06
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Last Revised:
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01 Mar 10
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160
(92,411)
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1
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Participating Life Insurance Policies, Contingent Claims Valuation, Default Risk, Stochastic Interest Rates, Dubins-Schwarz theorem
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9.
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Quittard-Pinon, Francois
University of Lyon 1 Randrianarivony, Rivo A
University of Rennes 1
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156
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2
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jump diffusion, option pricing, Fourier transform, Lévy models
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10.
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Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control Bernard, Carole
University of Waterloo Quittard-Pinon, Francois
University of Lyon 1
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133
(108,580)
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3
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11.
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Quittard-Pinon, Francois
University of Lyon 1 Randrianarivony, Rivo A
University of Rennes 1 Conference 2009, Paris Finance
EUROFIDAI
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93
(142,078)
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Life insurance contracts, Mortality models, Stochastic volatility, Jumps
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12.
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Kelani, Abdou
University of Lyon 1 - Institute of Finance and Insurance Science (ISFA) Quittard-Pinon, Francois
University of Lyon 1
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79
(157,625)
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EIA, Jump Diffusions, Regime switching models, Surrender Option, FFT
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13.
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Quittard-Pinon, Francois
University of Lyon 1 Randrianarivony, Rivo A
University of Rennes 1
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73
(165,314)
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Life Insurance Contracts, Variable Annuities, Guaranteed Minimum Death Benefit, Stochastic Interest Rates, Jump Diffusion Models, Mortality Models
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14.
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Navatte, Patrick
Université de Rennes I Quittard-Pinon, Francois
University of Lyon 1
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Records 1 -
14
of 14 matches
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