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Gauthier, Genevieve's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,722 |
Total
Citations
26 |
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1.
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Duan, Jin-Chuan
National University of Singapore (NUS) - Business School and Risk Management Institute Simonato, Jean-Guy
HEC Montréal Gauthier, Genevieve
HEC Montreal Zaanoun, Sophia
HEC Montreal
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561
(21,904)
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7
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2.
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Dionne, Georges
HEC Montreal - Department of Finance Gauthier, Genevieve
HEC Montreal Hammami, Khemais
HEC Montreal - Department of Finance Maurice, Mathieu
HEC Montréal Simonato, Jean-Guy
HEC Montréal
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480
(26,919)
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9
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Corporate yield spread, default risk, estimation period, generator, recovery rate, data filtration, confidence intervals
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3.
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Gauthier, Genevieve
HEC Montreal Simonato, Jean-Guy
HEC Montréal
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10 Jul 08
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Last Revised:
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24 Nov 10
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381
(36,197)
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Nelson-Siegel, Svensson, Term structure of interest rates, Local optima, Prior information
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4.
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Dionne, Georges
HEC Montreal - Department of Finance Gauthier, Genevieve
HEC Montreal Ouertani, Nadia
IESEG School of Management Tahani, Nabil
York University - Atkinson School of Administrative Studies
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27 Feb 06
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Last Revised:
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09 Feb 12
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366
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1
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Basket Options, Options Pricing, Analytical Approximations, Monte Carlo Simulation
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5.
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Dionne, Georges
HEC Montreal - Department of Finance Gauthier, Genevieve
HEC Montreal Hammami, Khemais
HEC Montreal - Department of Finance Maurice, Mathieu
HEC Montréal Simonato, Jean-Guy
HEC Montréal
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334
(42,532)
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4
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Corporate yield spread, default risk, default risk premium, credit spread level puzzle, macroeconomic risk premium
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6.
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Dionne, Georges
HEC Montreal - Department of Finance Gauthier, Genevieve
HEC Montreal Ouertani, Nadia
IESEG School of Management
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133
(108,616)
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1
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basket options, maximum likelihood, hedging performance, options pricing, Monte Carlo simulation
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7.
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Amaya, Diego
University of Quebec at Montreal (UQAM) - Finance Department Gauthier, Genevieve
HEC Montreal Léautier, Thomas-Olivier
University of Toulouse 1 - Toulouse School of Economics (TSE)
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11 Jul 12
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Last Revised:
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13 Feb 13
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131
(110,048)
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Dynamic programming, risk management, capital structure, hedging
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8.
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Francois, Pascal
HEC Montreal - Department of Finance Gauthier, Genevieve
HEC Montreal Godin, Frédéric
HEC Montreal - Department of Management Sciences
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17 Aug 12
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Last Revised:
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19 Aug 12
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126
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Dynamic programming, hedging, risk management, regime switching
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9.
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Gauthier, Genevieve
HEC Montreal Boudreault, Mathieu
University of Quebec at Montreal (UQAM) Thomassin, Tommy
HEC Montreal
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17 Aug 12
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Last Revised:
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08 Dec 12
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104
(131,681)
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Credit risk, recovery rate, CDS, hybrid model, intensity, VaR
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10.
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Dionne, Georges
HEC Montreal - Department of Finance Gauthier, Genevieve
HEC Montreal Hammami, Khemais
HEC Montreal - Department of Finance Maurice, Mathieu
HEC Montréal Simonato, Jean-Guy
HEC Montréal
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75
(162,771)
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5
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Credit Spread, Default Spread, Markov Switching, Macroeconomic Factors, Reduced Form Model of Default, Random Subjective Discount Factor, Credit Default Swap, CDS
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11.
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Gauthier, Genevieve
HEC Montreal Lalancette, Simon
HEC Montreal Ferland, René
University of Quebec at Montreal
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31
(240,772)
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Target rate, Regime-shift, Markov chain, Risk-neutral valuation, Option caps
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Records 1 -
11
of 11 matches
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