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