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Errais, Eymen's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,111 |
Total
Citations
30 |
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1.
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Errais, Eymen
Stanford University Giesecke, Kay
Stanford University - Management Science & Engineering Goldberg, Lisa R.
University of California at Berkeley
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14 Jun 06
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Last Revised:
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15 Jun 10
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795
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23
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Self-exciting point process, affine jump diffusion, Hawkes process, transform, portfolio credit derivative, correlated default, index and tranche swap
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2.
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Errais, Eymen
Stanford University Ben Ameur, Hatem
HEC Montreal - Department of Management Sciences Brigo, Damiano
Department of Mathematics, Imperial College, London
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641
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1
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Credit Derivatives, Credit Default Swaps, Bermudan Options, Dynamic Programming, Doubly Stochastic Process, Cox Process
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3.
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Errais, Eymen
Stanford University Mercurio, Fabio
Bloomberg L.P.
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587
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5
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Libor models, caps, swaptions
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4.
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Errais, Eymen
Stanford University Sadowsky, Jeffrey R.
Stanford University - Management Science & Engineering
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88
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1
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Records 1 -
4
of 4 matches
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