| . |
Laurent, Jean Paul's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
1,275 |
Total
Citations
11 |
|
|
|
|
|
1.
|
|
|
Leisen, Dietmar
University of Mainz - Department of Banking Laurent, Jean Paul
University of Lyon 1
|
|
821
(12,648)
|
8
|
|
| |
|
| |
|
|
|
2.
|
|
|
Adam, Alexandre
affiliation not provided to SSRN Houkari, Mohamed
affiliation not provided to SSRN Laurent, Jean Paul
University of Lyon 1
|
|
234
(63,625)
|
|
|
| |
|
| |
demand deposits, interest rate margin, mean-variance hedging, asset and liability management
|
|
|
3.
|
|
|
Amraoui, Salah
BNP Paribas Cousot, Laurent
BNP Paribas Hitier, Sebastien
BNP Paribas Laurent, Jean Paul
University of Lyon 1
|
|
120
(118,169)
|
2
|
|
| |
|
| |
credit risk assessment, recovery rates, stochastic orders, CDOs
|
|
|
4.
|
|
|
Cousin, Areski
Université Lyon 1 - ISFA Laurent, Jean Paul
University of Lyon 1
|
|
100
(135,303)
|
1
|
|
| |
|
| |
default risk, CDOs, factor copulas, multivariate Poisson, structural models, stochastic orders
|
|
|
5.
|
|
|
Gregory, Jonathon
BNP Paribas Asset Management Laurent, Jean Paul
University of Lyon 1
|
|
|
|
|
| |
|
| |
factor approach, credit derivatives, basket credit derivatives, synthetic collateralised debt obligation, CDOs, synthetic CDOs, basket default swaps, CDO tranches, mean-variance mixture models, frailty models Gaussian copulas, Clayton copulas
|
|
|
6.
|
|
|
Arvanitis, Angelo
Paribas Laurent, Jean Paul
University of Lyon 1 Gregory, Jonathon
BNP Paribas Asset Management
|
|
|
|
|
| |
|
| |
|
|
|
7.
|
|
|
Pham, Huyen
Université Paris-Est Marne la Vallée (UPEMLV) Laurent, Jean Paul
University of Lyon 1
|
|
|
|
|
| |
|
| |
|
|
Records 1 -
7
of 7 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo4 in 0.594 seconds
|
