106 bv de l'Hôpital
Paris, 75013
France
6, rue de l'Amiral Coligny
Paris, 75001
http://www.riskdata.com
Stony Brook, NY NY 10017
United States
CES Univ. Paris 1
Riskdata
Stony Brook university
SSRN RANKINGS
in Total Papers Downloads
Gussian copula, hedge fund replication, hedge fund risk
Term structure models, Bermudan options, Monte-Carlo pricing
Cross-term risk, factor risk, Gaussian copula, hedge fund replication, hedge fund risk, idiosyncratic risk, monomial risk, non-linear regression, risk measurement
Systemic Risk, Contagion, Butterfly Effect, Bifurcation, Symbolic Dynamics, Chaos
systemic risk, systemic crisis, econophysics, macroeconomics, bifurcation, system stability, chaos
Asset Allocation, Risk, CAPM, Quantitative, Hedge, Capital, risk budgeting
LIBOR, OIS, LOIS, Multiple-Curve, Credit, Liquidity, Interest Rate Spread, Equilibrium, Fixed-income Moldeling, Funding Cost, Treasury Management, CVA
Capital Adequacy, Value-at-Risk, Risk based Capital, Basel II Accords, Compliance
Interest Rate Models, Arbitrage Theory, Infinite Dimensional Term-structure Models, Quasi-arbitrage
asset allocation, extreme risk, CAPM, risk budgeting, equilibrium
Repo, Haircut, CCP, Systemic Risk, Sovereign Debt Crisis
COVID-19, stimulus, economic crisis
Interest rate models, fixed income volatility, LIBOR, fixed income option pricing, financial risk
Interest Rate Modeling, Stochastic Volatility Operator, Hilbert Space
Risk management, Hedge funds, Factor models, Asset allocation, Hedge fund risk
active investment, portfolio construction, financial crises, speculative bubbles, liquidity crises, convexity, antifragility
