Arnaud Simon

Université Paris Dauphine - Centre de Recherches sur la Gestion (CEREG)

Paris Dauphine University

Place de Lattre de Tassigny

Paris, 75775

France

SCHOLARLY PAPERS

10

DOWNLOADS

596

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (10)

1.

Arbitrage Models and Mortgage Options Pricing

Number of pages: 43 Posted: 07 Jun 2006
Arnaud Simon
Université Paris Dauphine - Centre de Recherches sur la Gestion (CEREG)
Downloads 252 (137,671)

Abstract:

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Real estate finance, arbitrage theory, pricing error, real options

2.

Real Estate Brokers: Do They Inflate Housing Prices? The Case of France

Number of pages: 36 Posted: 17 Dec 2007
Arnaud Simon
Université Paris Dauphine - Centre de Recherches sur la Gestion (CEREG)
Downloads 112 (275,816)
Citation 1

Abstract:

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residential real estate market, broker intermediation, brokers effect on price

3.

Is There a Functional Relation between the Median Index and the Repeat-Sales Index?

Number of pages: 90 Posted: 07 Jun 2006
Arnaud Simon
Université Paris Dauphine - Centre de Recherches sur la Gestion (CEREG)
Downloads 52 (427,919)
Citation 1

Abstract:

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repeat-sales index, median index, information measure

4.

Shocks Implication on the Fundamental Drivers of Pan-European Equity Reits: Volatility Connectedness

Number of pages: 40 Posted: 26 Oct 2019 Last Revised: 08 Nov 2019
Naoufal Nassili, Arnaud Simon and Richard Malle
Paris Dauphine University, LEDa-SDFi, Students, Université Paris Dauphine - Centre de Recherches sur la Gestion (CEREG) and Conservatoire National des Arts et Métiers (CNAM)
Downloads 47 (446,655)

Abstract:

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REITs Connectedness, Volatility Spillovers, REITs Pricing Dynamics, Machine Learning, Lasso Shrinkage, Real Estate Connectedness, Market Risk, Systemic Risk, Network Visualization, Pairwise Connectedness, Total Directional Connectedness, Variance Decomposition

5.

Information and Repeat-Sales

Number of pages: 58 Posted: 21 Jul 2007
Arnaud Simon
Université Paris Dauphine - Centre de Recherches sur la Gestion (CEREG)
Downloads 43 (462,944)

Abstract:

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repeat-sales index, information, algorithmic decomposition, volatility, reversibility

6.

Boundary Effects and Repeat-Sales

Number of pages: 49 Posted: 19 Mar 2008
Arnaud Simon
Université Paris Dauphine - Centre de Recherches sur la Gestion (CEREG)
Downloads 34 (503,373)

Abstract:

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repeat-sales, boundary effects, sensitivity analysis, optimal parameters

7.

Quantifying the Reversibility Phenomenon for the Repeat-Sales Index

Number of pages: 45 Posted: 14 Feb 2007
Arnaud Simon
Université Paris Dauphine - Centre de Recherches sur la Gestion (CEREG)
Downloads 29 (529,206)

Abstract:

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Reversibility, Quantification, Information, Monte Carlo simulations, Markovian process

8.

Stripping of Real Estate-Indexed Swaps and Forward Term Structure: Interest and Computational Method

Number of pages: 30 Posted: 03 Feb 2015
Pierre-Arnaud Henri Drouhin and Arnaud Simon
Université Paris Dauphine and Université Paris Dauphine - Centre de Recherches sur la Gestion (CEREG)
Downloads 18 (597,888)
Citation 1

Abstract:

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swap, forward, term structure, diffusion process, change of probability measure.

9.

Quantifying the Reversibility Phenomenon for the Repeat-Sales Index

Journal of Real Estate Research, Vol. 31, No. 1, 2009
Number of pages: 36 Posted: 05 Jan 2009 Last Revised: 20 Jun 2015
Arnaud Simon
Université Paris Dauphine - Centre de Recherches sur la Gestion (CEREG)
Downloads 9 (660,731)

Abstract:

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10.

Forward Curve Risk Factors Analysis in the UK Real Estate Market

Journal of Real Estate Finance and Economics, Vol. 53, No. 4, 2016
Posted: 06 Oct 2016
Université Paris Dauphine, Université Paris Dauphine - Centre de Recherches sur la Gestion (CEREG) and BNP Paribas Cardif

Abstract:

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Real estate swap; Forward curve; Apprasial based index; First-difference model