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book (6)


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2004 (1)

2003 (1)

2001 (3)

1977 (1)

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Book
Credit granting and credit monitoring in a continuous-time model under incomplete information.
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Year: 2001 Publisher: Mont-Saint-Aignan : ESC Rouen (Ecole Supérieure de Commerce de Rouen),

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Book
Une analyse économétrique du comportement d'intermédiation financière des sociétés de crédit populaire : le cas des Caisses populaires
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Year: 1977 Publisher: Montreal McGill University Press

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Basle II capital adequacy : Computing the "Fair" capital charge for loan commitment "true" credit risk.
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Year: 2003 Publisher: Mont-Saint-Aignan : ESC Rouen (Ecole Supérieure de Commerce de Rouen),

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Book
Conditional expectation method for option valuation by Monte Carlo simulations.
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Year: 2004 Publisher: Mont-Saint-Aignan : ESC Rouen (Ecole Supérieure de Commerce de Rouen),

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Book
Bank's regulatory capital requirement : Pricing the credit risk of short-term loan commitments.
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Year: 2001 Publisher: Mont-Saint-Aignan : ESC Rouen (Ecole Supérieure de Commerce de Rouen),

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Book
The stochastic-volatility American put option of banks' credit line commitments : Valuation and policy implications.
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Year: 2001 Publisher: Mont-Saint-Aignan : ESC Rouen (Ecole Supérieure de Commerce de Rouen),

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