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Douady, Raphael's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,951 |
Total
Citations
9 |
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1.
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Douady, Raphael
Riskdata Taleb, Nassim Nicholas
NYU-Poly
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14 Oct 10
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Last Revised:
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16 Nov 12
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3,930
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2.
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Taleb, Nassim Nicholas
NYU-Poly Douady, Raphael
Riskdata
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06 Aug 12
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Last Revised:
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16 Nov 12
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2,654
(1,714)
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Fragility, Risk Management, Stress Testing, Model Error, Black Swans
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3.
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Cherny, Alexander S.
Moscow State University Douady, Raphael
Riskdata Molchanov, Stanislav A.
University of North Carolina (UNC) at Charlotte
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28 Mar 08
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Last Revised:
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16 Apr 08
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662
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1
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Gussian copula, hedge fund replication, hedge fund risk
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4.
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Cherny, Alexander S.
Moscow State University Douady, Raphael
Riskdata Molchanov, Stanislav A.
University of North Carolina (UNC) at Charlotte
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31 Mar 08
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Last Revised:
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19 Jul 10
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405
(33,502)
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2
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Cross-term risk, factor risk, Gaussian copula, hedge fund replication, hedge fund risk, idiosyncratic risk, monomial risk, non-linear regression, risk measurement
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5.
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Coste, Cyril
Riskdata S.A. Douady, Raphael
Riskdata Zovko, Ilija I.
affiliation not provided to SSRN
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19 Nov 09
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Last Revised:
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21 Sep 10
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296
(48,890)
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Risk management, Hedge funds, Factor models, Asset allocation, Hedge fund risk
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6.
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Choi, Youngna
Montclair State University - Department of Mathematical Sciences Douady, Raphael
Riskdata
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02 Jan 11
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Last Revised:
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28 Nov 11
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229
(64,986)
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1
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Systemic Risk, Contagion, Butterfly Effect, Bifurcation, Symbolic Dynamics, Chaos
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7.
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Douady, Raphael
Riskdata
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193
(77,360)
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1
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Term structure models, Bermudan options, Monte-Carlo pricing
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8.
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Choi, Youngna
Montclair State University - Department of Mathematical Sciences Douady, Raphael
Riskdata
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13 Dec 09
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Last Revised:
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08 Oct 10
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158
(93,315)
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systemic risk, systemic crisis, econophysics, macroeconomics, bifurcation, system stability, chaos
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9.
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Choi, Youngna
Montclair State University - Department of Mathematical Sciences Douady, Raphael
Riskdata
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06 Oct 10
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Last Revised:
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19 Dec 11
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148
(98,999)
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2
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systemic risk, systemic crisis, econophysics, macroeconomics, bifurcation, system stability, chaos
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10.
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Douady, Raphael
Riskdata
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102
(133,166)
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Capital Adequacy, Value-at-Risk, Risk based Capital, Basel II Accords, Compliance
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11.
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Douady, Raphael
Riskdata Crepey, Stephane
Math Dept Univ. Evry
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| Posted: |
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28 Jul 12
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Last Revised:
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20 Aug 12
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94
(140,793)
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LIBOR, OIS, LOIS, Multiple-Curve, Credit, Liquidity, Interest Rate Spread, Equilibrium, Fixed-income Moldeling, Funding Cost, Treasury Management, CVA
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12.
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Douady, Raphael
Riskdata
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80
(156,103)
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2
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Interest Rate Models, Arbitrage Theory, Infinite Dimensional Term-structure Models, Quasi-arbitrage
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Records 1 -
12
of 12 matches
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