Collin-Dufresne, Pierre
Collin-Dufresne, Pierre, 1969-....
Dufresne, Pierre Collin
VIAF ID: 67575315 ( Personal )
Permalink: http://viaf.org/viaf/67575315
Preferred Forms
- 200 _ | ‡a Collin-Dufresne ‡b Pierre ‡f 1969-....
- 100 1 _ ‡a Collin-Dufresne, Pierre
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- 100 1 _ ‡a Collin-Dufresne, Pierre ‡d 1969-
- 100 1 _ ‡a Collin-Dufresne, Pierre, ‡d 1969-....
- 100 1 _ ‡a Dufresne, Pierre Collin
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4xx's: Alternate Name Forms (7)
5xx's: Related Names (9)
- 510 2 _ ‡a Centre for Economic Policy Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Columbia University
- 510 2 _ ‡a Columbia University ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Ecole Polytechnique Fédérale de Lausanne
- 510 2 _ ‡a École polytechnique fédérale de Lausanne ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a GESTION : HEC
- 510 2 _ ‡a National Bureau of Economic Research
- 510 2 _ ‡a National Bureau of Economic Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Swiss Finance Institute ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Asset Prices and Priceless Assets. | |
Can interest rate volatility be extracted from the cross section of bond yields? an investigation of unspanned stochastic volatility | |
Can standard preferences explain the prices of out of the money S&P 500 put options | |
Do prices reveal the presence of informed trading? | |
Endogenous Dividend Dynamics and the Term Structure of Dividend Strips | |
Equilibrium commodity prices with irreversible investment and non-linear technology | |
FOUR ESSAIS IN CONTINUOUS TIME FINANCE. | |
Insider Trading, Stochastic Liquidity and Equilibrium Prices | |
Is credit event risk priced? modeling contagion via the updating of beliefs. | |
On the relative pricing of long maturity S&P 500 index options and CDX tranches | |
On the term structure of default premia in the swap and libor markets | |
Portfolio choice over the life-cycle in the presence of 'trickle down' labor income, c2005: | |
Pricing derivatives the Martingale way, 1998: | |
Prix des actifs et actifs sans prix | |
QUATRE ESSAIS EN FINANCE EN TEMPS CONTINU | |
The thick market effect on local unemployment rate fluctuations |