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Agnes Tourin

SSRN Author Rank: 17,878 by Downloads

 Industry Assistant Professor
 

NYU Tandon - Department of Finance and Risk Engineering


 Brooklyn, NY 11201
 United States
 email address


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. Agnes Tourin's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,913
Total
Citations
0
Authors Date Downloads
 (Rank)
Citations
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1.  
Dynamic Pairs Trading Using the Stochastic Control Approach | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, 2013
Number of Pages in PDF File: 20
Tourin, Agnes
NYU Tandon - Department of Finance and Risk Engineering
Yan, Raphael
BlackRock, Inc
Posted:
09 Mar 12
Last Revised:
07 Feb 14
897
(12,556)
 

2.  
On the Credit Risk of Secured Loans with Maximum Loan-to-Value Covenants | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Theoretical and Applied Finance, Forthcoming
Number of Pages in PDF File: 21
Astic, Fabian
Moody's Investors Service
Tourin, Agnes
NYU Tandon - Department of Finance and Risk Engineering
Posted:
27 Oct 11
Last Revised:
07 Aug 14
150
(133,278)
 

3.  
Optimal Bank Management Under Capital and Liquidity Constraints | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Engineering, Forthcoming
Number of Pages in PDF File: 37
Astic, Fabian
Moody's Investors Service
Tourin, Agnes
NYU Tandon - Department of Finance and Risk Engineering
Posted:
16 Jun 13
Last Revised:
07 Aug 14
142
(128,420)
 

4.  
An Introduction to Finite Diffference Methods for PDEs in Finance | Show Abstract | Download This Paper | Open PDF in Browser |
Book Chapter: Nizar Touzi, Optimal Stochastic Target problems, and Backward SDE, Fields Institute Monographs, 29, Springer, 2013, pp. 201-212.
Number of Pages in PDF File: 18
Tourin, Agnes
NYU Tandon - Department of Finance and Risk Engineering
Posted:
16 Feb 14
Last Revised:
21 Feb 14
67
(165,272)
 

5.  
Astic, Fabian
Moody's Investors Service
Tourin, Agnes
NYU Tandon - Department of Finance and Risk Engineering
Posted:
10 Mar 14
Last Revised:
01 Apr 14
47
(251,863)
 

6.  
Optimal Soaring via Hamilton-Jacobi-Bellman Equations | Show Abstract | Download This Paper | Open PDF in Browser |
Optimal Control, Applications and Methods, Forthcoming.
Number of Pages in PDF File: 28
Almgren, Robert
University of Toronto - Department of Mathematics
Tourin, Agnes
NYU Tandon - Department of Finance and Risk Engineering
Posted:
22 Feb 14
Last Revised:
03 Apr 14
32
(295,467)
 

7.  
Optimal Pairs Trading with Time-Varying Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Financial Engineering, Forthcoming
Number of Pages in PDF File: 45
LI, Thomas N.
New York University
Tourin, Agnes
NYU Tandon - Department of Finance and Risk Engineering
Posted:
23 Nov 15
Last Revised:
07 Jan 16
0
(116,241)
 


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