Etienne Dupuy

BNP Paribas

Paris

France

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Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios

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Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 30 Posted: 05 Nov 2012
Charles-Olivier Amédée-Manesme, Michel Baroni, Fabrice Barthelemy and Etienne Dupuy
Laval University - Business School, Ecole Superieure des Sciences Economiques et Commerciales (ESSEC), Independent and BNP Paribas
Downloads 162 (183,529)

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Monte Carlo Simulations, Real Estate Portfolio Valuation, Break Options, Lease Structure, Risk Management, Risk Metrics

Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios

Number of pages: 31 Posted: 28 Sep 2013
Charles-Olivier Amédée-Manesme, Michel Baroni, Fabrice Barthélémy and Etienne Dupuy
Laval University - Business School, Ecole Superieure des Sciences Economiques et Commerciales (ESSEC), University of Cergy-Pontoise - THEMA and BNP Paribas
Downloads 54 (381,640)
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Monte Carlo Simulations, Real Estate Portfolio Valuation, Break options, Lease Structure, Options