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1

LIBOR Inside Out: Transition and Challenges

Siboulet, Frederic, Kumar, Ranjeet, Douady, Raphael, Crepey, Stéphane

Journal:

Year:

2019

Language:

english

File:

PDF, 16.77 MB

english, 2019

2

On the super-additivity and estimation biases of quantile contributions

Taleb, Nassim Nicholas, Douady, Raphael

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2015

Language:

english

File:

PDF, 1.61 MB

english, 2015

3

Bank regulation, risk and return: Evidence from the credit and sovereign debt crises

Hoque, Hafiz, Andriosopoulos, Dimitris, Andriosopoulos, Kostas, Douady, Raphael

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 725 KB

english, 2015

4

AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES

DOUADY, RAPHAEL, KORNPROBST, ANTOINE

Journal:

International Journal of Theoretical and Applied Finance

Year:

2018

Language:

english

File:

PDF, 344 KB

english, 2018

5

Financial regulation and systemic risk

Andriosopoulos, Kostas, Douady, Raphael

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 177 KB

english, 2015

6

CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION

DOUADY, RAPHAËL

Journal:

International Journal of Theoretical and Applied Finance

Year:

1999

Language:

english

File:

PDF, 500 KB

english, 1999

7

On measuring nonlinear risk with scarce observations

Alexander Cherny, Raphael Douady, Stanislav Molchanov

Journal:

Finance and Stochastics

Year:

2010

Language:

english

File:

PDF, 491 KB

english, 2010

8

Financial crisis dynamics: attempt to define a market instability indicator

Choi, Youngna, Douady, Raphael

Journal:

Quantitative Finance

Year:

2012

Language:

english

File:

PDF, 340 KB

english, 2012

9

Bermudan Option Pricing with Monte-Carlo Methods

Douady, Raphael

Journal:

SSRN Electronic Journal

Year:

2002

Language:

english

File:

PDF, 254 KB

english, 2002

10

A comparison of wealth inequality in humans and non-humans

Chase, Ivan D., Douady, Raphael, Padilla, Dianna K.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

File:

PDF, 1.09 MB

2019

11

Financial Regulation in the EU || Higher Quality Securitization

Douady, Raphaël, Goulet, Clément, Pradier, Pierre-Charles

Year:

2017

Language:

english

File:

PDF, 883 KB

english, 2017

12

Introduction

Le Theule, François-Gilles, Douady, Raphael, de Boissieu, Christian

Journal:

Accounting Economics and Law

Year:

2017

Language:

english

File:

PDF, 1.49 MB

english, 2017

13

Financial Crisis and Contagion: A Dynamical Systems Approach

Choi, Youngna, Douady, Raphael

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 422 KB

english, 2011

14

The cryptic and the apparent reversed: lack of genetic differentiation within the morphologically diverse plexus of the planktonic foraminifer Globigerinoides sacculifer

André, Aurore, Weiner, Agnes, Quillévéré, Frédéric, Aurahs, Ralf, Morard, Raphaël, Douady, Christophe J., de Garidel-Thoron, Thibault, Escarguel, Gilles, de Vargas, Colomban, Kucera, Michal

Journal:

Year:

2012

Language:

english

File:

PDF, 2.31 MB

english, 2012

15

Static Hedging of Barrier Options with a Smile: An Inverse Problem

Bardos, Claude, Douady, Raphaël, Fursikov, Andrei

Journal:

ESAIM Control Optimisation and Calculus of Variations

Year:

2002

Language:

english

File:

PDF, 193 KB

english, 2002

16

Regular dependence of invariant curves and Aubry–Mather sets of twist maps of an annulus

Douady, Raphaël

Journal:

Ergodic Theory and Dynamical Systems

Year:

1988

Language:

english

File:

PDF, 989 KB

english, 1988

17

The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation

Coste, Cyril, Douady, Raphaël, Zovko, Ilija I

Journal:

The Journal of Alternative Investments

Year:

2011

Language:

english

File:

PDF, 590 KB

english, 2011

18

Financial Regulation in the EU || The challenges and implications of the Markets in Financial Instruments Directive (MiFID) and of its revision (MiFID II, MiFIR) on the efficiency of financial markets

Douady, Raphaël, Goulet, Clément, Pradier, Pierre-Charles

Year:

2017

Language:

english

File:

PDF, 774 KB

english, 2017

19

Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator

Choi, Youngna, Douady, Raphael

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 452 KB

english, 2011

20

Disconnection between genetic and morphological diversity in the planktonic foraminifer Neogloboquadrina pachyderma from the Indian sector of the Southern Ocean

André, Aurore, Quillévéré, Frédéric, Schiebel, Ralf, Morard, Raphaël, Howa, Hélène, Meilland, Julie, Douady, Christophe J.

Journal:

Marine Micropaleontology

Year:

2018

Language:

english

File:

PDF, 15.01 MB

english, 2018

21

Chaos and Bifurcation in 2007-08 Financial Crisis

Choi, Youngna, Douady, Raphael

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 174 KB

english, 2009

22

On Measuring Nonlinear Risk with Scarce Observations

Cherny, Alexander S., Douady, Raphael, Molchanov, Stanislav A.

Journal:

SSRN Electronic Journal

Year:

2008

File:

PDF, 256 KB

2008

23

A comparison of wealth inequality in humans and non-humans

Chase, Ivan D., Douady, Raphael, Padilla, Dianna K.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

Language:

english

File:

PDF, 1.09 MB

english, 2019

24

Global scale same-specimen morpho-genetic analysis of Truncorotalia truncatulinoides: A perspective on the morphological species concept in planktonic foraminifera

Quillévéré, Frédéric, Morard, Raphaël, Escarguel, Gilles, Douady, Christophe J., Ujiié, Yurika, de Garidel-Thoron, Thibault, de Vargas, Colomban

Journal:

Palaeogeography, Palaeoclimatology, Palaeoecology

Year:

2013

Language:

english

File:

PDF, 1.31 MB

english, 2013

25

Branching geometry induced by lung self-regulated growth

Clément, Raphaël, Douady, Stéphane, Mauroy, Benjamin

Journal:

Physical Biology

Year:

2012

Language:

english

File:

PDF, 601 KB

english, 2012

26

Penetration and Blown Air Effect in Granular Media

Clément, Raphaël, du Pont, Sylvain Courrech, Ould-Hamouda, Mehdi, Duveau, Donald, Douady, Stéphane

Journal:

Physical Review Letters

Year:

2011

Language:

english

File:

PDF, 945 KB

english, 2011

27

PFR 2 : a curated database of planktonic foraminifera 18S ribosomal DNA as a resource for studies of plankton ecology, biogeography and evolution

Morard, Raphaël, Darling, Kate F., Mahé, Frédéric, Audic, Stéphane, Ujiié, Yurika, Weiner, Agnes K. M., André, Aurore, Seears, Heidi A., Wade, Christopher M., Quillévéré, Frédéric, Douady, Christophe

Journal:

Molecular Ecology Resources

Year:

2015

Language:

english

File:

PDF, 1.71 MB

english, 2015

28

Shape Self-Regulation in Early Lung Morphogenesis

Clément, Raphaël, Blanc, Pierre, Mauroy, Benjamin, Sapin, Vincent, Douady, Stéphane, Bellusci, Saverio

Journal:

Year:

2012

Language:

english

File:

PDF, 2.78 MB

english, 2012

29

SSU rDNA Divergence in Planktonic Foraminifera: Molecular Taxonomy and Biogeographic Implications

André, Aurore, Quillévéré, Frédéric, Morard, Raphaël, Ujiié, Yurika, Escarguel, Gilles, de Vargas, Colomban, de Garidel-Thoron, Thibault, Douady, Christophe J., Ketmaier, Valerio

Journal:

Year:

2014

Language:

english

File:

PDF, 4.05 MB

english, 2014

30

Methodology for Single-Cell Genetic Analysis of Planktonic Foraminifera for Studies of Protist Diversity and Evolution

Weiner, Agnes K. M., Morard, Raphael, Weinkauf, Manuel F. G., Darling, Kate F., André, Aurore, Quillévéré, Frédéric, Ujiie, Yurika, Douady, Christophe J., de Vargas, Colomban, Kucera, Michal

Journal:

Frontiers in Marine Science

Year:

2016

Language:

english

File:

PDF, 3.29 MB

english, 2016

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