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Technical notes

Home/Publications/Technical notes
Technical notescdihec2020-07-07T11:23:59-05:00

TN 19-02

Optimal Closing Benchmarks
Written by Christoph Frei & Joshua Mitra

TN 19-01

Estimation du modèle structurel de Leland (1994) par méthode itérative et par maximum de vraisemblance
Written by Pamela Audrey Bouobda

TN 17-01

The Performance of Smile-Implied Delta Hedging
Written by Lina Attie

TN 16-03

L’importance du risque de liquidité et sa mesure dans les primes des obligations
Written by Cassandre Anténor-habazac

TN 16-02

Macroeconomic stress-testing of mortgage default rate using a vector error correction model and entropy pooling
Written by Anas Guerrouaz

TN 16-01

Big Data and Risk Management in Financial Markets: A Survey
Written by Francesco Corea

TN 15-01

La crise des subprimes: vers un meilleur encadrement des risques financiers liés à la titrisation des créances
Rédigée par Michèle Patricia Akiobe Songolo

NT 14-03

Tarification de la « Timer Option » à Horizon Fini
Written by Mikael Roger-Tessier

TN 14-01

Forecasting and Hedging Systematic Risk
Written by Denada Ibrushi

TN 13-02

Bayesian Analysis of Consumer Default Using Reversible Jump MCMC
Written by Philippe d’Astous

TN 13-01

OIS/dual curve discounting
Written by Yaovi Gassesse Siliadin

TN 12-01

Robustesse des méthodes de backtesting
Written by Élise St-Aubin Fournier

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