1

An analysis of IMF-induced moral hazard

Year:
2004
Language:
english
File:
PDF, 305 KB
english, 2004
2

Stated and revealed investment decisions concerning retail structured products

Year:
2010
Language:
english
File:
PDF, 305 KB
english, 2010
3

Equilibrium impact of value-at-risk regulation

Year:
2006
Language:
english
File:
PDF, 568 KB
english, 2006
6

A simple model of credit contagion

Year:
2007
Language:
english
File:
PDF, 1.16 MB
english, 2007
7

Credit portfolios: What defines risk horizons and risk measurement?

Year:
2007
Language:
english
File:
PDF, 282 KB
english, 2007
9

Geometry and analysis on isospectral sets. I. Riemannian geometry, asymptotic case

Year:
1996
Language:
english
File:
PDF, 1.00 MB
english, 1996
10

Property derivatives and the subprime crisis

Year:
2009
Language:
english
File:
PDF, 457 KB
english, 2009
11

Multiperiod mean-variance efficient portfolios with endogenous liabilities

Year:
2011
Language:
english
File:
PDF, 238 KB
english, 2011
12

On Habits and Addictions

Year:
2003
Language:
english
File:
PDF, 1.85 MB
english, 2003
13

Credit Migration Risk Modelling

Year:
2008
Language:
english
File:
PDF, 415 KB
english, 2008
14

Optimal Credit Limit Management Under Different Information Regimes

Year:
2003
Language:
english
File:
PDF, 454 KB
english, 2003
15

A Simple Model of Credit Contagion

Year:
2004
Language:
english
File:
PDF, 1.82 MB
english, 2004
17

Mixed quantum mechanical periodic and potential wall problem

Year:
1994
Language:
english
File:
PDF, 566 KB
english, 1994
18

Property Derivatives and Index-Linked Mortgages

Year:
2008
Language:
english
File:
PDF, 196 KB
english, 2008
19

Arbitrage Free Price Bounds for Property Derivatives

Year:
2011
Language:
english
File:
PDF, 476 KB
english, 2011
20

A Note on the Three–Portfolios Matching Problem

Year:
2002
Language:
english
File:
PDF, 359 KB
english, 2002
24

Robustness and Ambiguity Aversion in General Equilibrium

Year:
2004
Language:
english
File:
PDF, 966 KB
english, 2004
25

Learning and Asset Prices Under Ambiguous Information

Year:
2008
Language:
english
File:
PDF, 291 KB
english, 2008
26

Learning and Asset Prices under Ambiguous Information

Year:
2008
Language:
english
File:
PDF, 2.82 MB
english, 2008
29

Credit Portfolios: What Defines Risk Horizons and Risk Measurement?*

Year:
2006
Language:
english
File:
PDF, 276 KB
english, 2006
30

An Analysis of IMF-induced Moral Hazard

Year:
2002
File:
PDF, 1.74 MB
2002
31

Property Derivatives and Index-Linked Mortgages

Year:
2006
Language:
english
File:
PDF, 176 KB
english, 2006
32

Pricing Credit Risk in Buyer-Supplier Networks

Year:
2008
Language:
english
File:
PDF, 378 KB
english, 2008
34

The Quantification of Operational Risk

Year:
2003
Language:
english
File:
PDF, 614 KB
english, 2003
36

Taxation Based on Social Norms: An Axiomatic Approach

Year:
2002
Language:
english
File:
PDF, 221 KB
english, 2002
38

Half as Many Cheers - The Multiplier Reviewed

Year:
2003
Language:
english
File:
PDF, 100 KB
english, 2003
39

Asset Management

Year:
2016
Language:
english
File:
PDF, 10.64 MB
english, 2016
40

Digital Disruption

Year:
2017
Language:
english
File:
PDF, 1.10 MB
english, 2017
41

On Habits and Addictions

Year:
2003
Language:
english
File:
PDF, 284 KB
english, 2003
42

Structured Products: Performance, Costs and Investments

Year:
2015
Language:
english
File:
PDF, 1.02 MB
english, 2015
43

Stochastic Volatility II: Variance Gamma Model: Analysis and Implementation

Year:
2010
Language:
english
File:
PDF, 277 KB
english, 2010
45

Modelling Operational Risk

Year:
2001
Language:
english
File:
PDF, 324 KB
english, 2001