Lamya Kermiche

Grenoble Ecole de Management

12 Rue Pierre Semard

Grenoble, Cedex 01 38000

France

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 45,778

SSRN RANKINGS

Top 45,778

in Total Papers Downloads

712

CITATIONS

0

Scholarly Papers (4)

1.

Is Joint-Audit Regulation Likely to Mitigate the Audit Market Concentration in the Long Run? The French Experience

Number of pages: 26 Posted: 21 Feb 2014
Lamya Kermiche and Charles Piot
Grenoble Ecole de Management and Univ. Grenoble Alpes
Downloads 164 (95,605)

Abstract:

joint-auditing, auditor concentration, Markov chain, France

2.

Recent Developments in Options Theory: From Black-Scholes to Market Models

Number of pages: 19 Posted: 24 Feb 2012
Lamya Kermiche
Grenoble Ecole de Management
Downloads 163 (129,195)

Abstract:

Black-Scholes model, implied volatility, risk-neutral density, market models

Weather Derivatives Structuring and Pricing: Evidence from an Agricultural Sustainable Aid in Africa

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 20 Posted: 05 Nov 2012
Lamya Kermiche and Nicolas Vuillermet
Grenoble Ecole de Management and affiliation not provided to SSRN
Downloads 68 (287,671)

Abstract:

Weather Derivatives, Degree Day Contract, Mean-Reversion, Monte-Carlo Simulation, Hedging African Weather Risk

Weather Derivatives Structuring and Pricing: Evidence from an Agricultural Sustainable Aid in Africa

Number of pages: 20 Posted: 22 Feb 2012 Last Revised: 23 Feb 2012
Lamya Kermiche and Nicolas Vuillermet
Grenoble Ecole de Management and affiliation not provided to SSRN
Downloads 66 (292,511)

Abstract:

weather derivatives, degree day contract, mean-reversion, Monte-Carlo simulation, hedging African weather risk

4.

Understanding Foreign Exchange Option Returns: The Information Content of Volatility

Number of pages: 18 Posted: 22 Feb 2012
Lamya Kermiche and Philippe Dupuy
Grenoble Ecole de Management and Grenoble Ecole de Management
Downloads 99 (203,245)

Abstract:

asset pricing theory, foreign exchange option returns, historical and implied volatility