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Tourin, Agnes


 SSRN Author Rank: 24,592 by Downloads
 Assistant Professor
 

NYU Poly - Department of Finance and Risk Engineering


 Brooklyn, NY 11201
 United States
 email address


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. Tourin, Agnes's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,040
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.  
Dynamic Pairs Trading Using the Stochastic Control Approach | Show Abstract | Download |
Journal of Economic Dynamics and Control, 2013
Accepted Paper Series
Tourin, Agnes
NYU Poly - Department of Finance and Risk Engineering
Yan, Raphael
BlackRock, Inc
Posted:
09 Mar 12
Last Revised:
07 Feb 14
729
(18,800)
 

2.  
On the Credit Risk of Secured Loans with Maximum Loan-to-Value Covenants | Show Abstract | Download |
International Journal of Theoretical and Applied Finance, Forthcoming
Accepted Paper Series
Astic, Fabian
Moody's Investors Service
Tourin, Agnes
NYU Poly - Department of Finance and Risk Engineering
Posted:
27 Oct 11
Last Revised:
07 Aug 14
122
(140,740)
 

3.  
Optimal Bank Management Under Capital and Liquidity Constraints | Show Abstract | Download |
Journal of Financial Engineering, Forthcoming
Accepted Paper Series
Astic, Fabian
Moody's Investors Service
Tourin, Agnes
NYU Poly - Department of Finance and Risk Engineering
Posted:
16 Jun 13
Last Revised:
07 Aug 14
103
(159,391)
 

4.  
An Introduction to Finite Diffference Methods for PDEs in Finance | Show Abstract | Download |
Book Chapter: Nizar Touzi, Optimal Stochastic Target problems, and Backward SDE, Fields Institute Monographs, 29, Springer, 2013, pp. 201-212.
Accepted Paper Series
Tourin, Agnes
NYU Poly - Department of Finance and Risk Engineering
Posted:
16 Feb 14
Last Revised:
21 Feb 14
40
(263,537)
 

5.  
Astic, Fabian
Moody's Investors Service
Tourin, Agnes
NYU Poly - Department of Finance and Risk Engineering
Posted:
10 Mar 14
Last Revised:
01 Apr 14
28
(298,437)
 

6.  
Optimal Soaring via Hamilton-Jacobi-Bellman Equations | Show Abstract | Download |
Optimal Control, Applications and Methods, Forthcoming.
Accepted Paper Series
Almgren, Robert
University of Toronto - Department of Mathematics
Tourin, Agnes
NYU Poly - Department of Finance and Risk Engineering
Posted:
22 Feb 14
Last Revised:
03 Apr 14
18
(338,630)
 


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