https://data.archives-ouvertes.fr/author/863053

https://data.archives-ouvertes.fr/author/863053

http://xmlns.com/foaf/0.1/topic_interest Duffie-Garleanu model
http://xmlns.com/foaf/0.1/topic_interest CDO tranche
http://xmlns.com/foaf/0.1/topic_interest Influence function
http://xmlns.com/foaf/0.1/topic_interest Expected tranche notionals
http://www.w3.org/1999/02/22-rdf-syntax-ns#type http://xmlns.com/foaf/0.1/Person
http://xmlns.com/foaf/0.1/topic_interest Collateralized debt obligation
http://xmlns.com/foaf/0.1/topic_interest Dupire formula
http://xmlns.com/foaf/0.1/interest https://data.archives-ouvertes.fr/subject/math.math-st
http://xmlns.com/foaf/0.1/firstName Romain
http://xmlns.com/foaf/0.1/topic_interest Sensitivity analysis
http://xmlns.com/foaf/0.1/topic_interest Default intensity
http://xmlns.com/foaf/0.1/topic_interest Calibration
http://xmlns.com/foaf/0.1/topic_interest Risk measure
http://xmlns.com/foaf/0.1/topic_interest Student copula
http://xmlns.com/foaf/0.1/topic_interest Herbertsson model
http://xmlns.com/foaf/0.1/interest https://data.archives-ouvertes.fr/subject/qfin.cp
http://xmlns.com/foaf/0.1/topic_interest Robust statistics
http://xmlns.com/foaf/0.1/interest https://data.archives-ouvertes.fr/subject/qfin.st
http://xmlns.com/foaf/0.1/topic_interest Risk management
http://xmlns.com/foaf/0.1/topic_interest Portfolio credit derivatives
http://xmlns.com/foaf/0.1/interest https://data.archives-ouvertes.fr/subject/qfin.pr
http://xmlns.com/foaf/0.1/interest https://data.archives-ouvertes.fr/subject/qfin.rm
http://xmlns.com/foaf/0.1/topic_interest Quadratic programming
http://xmlns.com/foaf/0.1/topic_interest Inverse problem
http://xmlns.com/foaf/0.1/interest https://data.archives-ouvertes.fr/subject/stat.th
http://xmlns.com/foaf/0.1/name Romain Deguest
http://xmlns.com/foaf/0.1/mbox_sha1sum ff5b97193d026d64ced0584476f261c1
http://xmlns.com/foaf/0.1/familyName Deguest

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