Scaillet, Olivier
Scaillet, Olivier, 1968-....
Olivier Scaillet
VIAF ID: 73958505 ( Personal )
Permalink: http://viaf.org/viaf/73958505
Preferred Forms
- 100 0 _ ‡a Olivier Scaillet
- 200 _ | ‡a Scaillet ‡b Olivier
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- 100 1 _ ‡a Scaillet, Olivier
-
- 100 1 0 ‡a Scaillet, Olivier
- 100 1 _ ‡a Scaillet, Olivier
- 100 1 _ ‡a Scaillet, Olivier
- 100 1 _ ‡a Scaillet, Olivier, ‡d 1968-....
4xx's: Alternate Name Forms (6)
5xx's: Related Names (10)
- 510 2 _ ‡a Centre de recherche en économie et statistique France
- 510 2 _ ‡a International Center for Financial Asset Management and Engineering
- 510 2 _ ‡a SCIENCES APPLIQUEES : Paris 9
- 510 2 _ ‡a Swiss Finance Institute ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Université Paris-Dauphine ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Université catholique de Louvain ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Université de Genève ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Université Catholique de Louvain
- 510 2 _ ‡a Université Paris-Dauphine
- 510 2 _ ‡a Université de Genève Section des Hautes Etudes Commerciales
Works
Title | Sources |
---|---|
Adaptation of current scoring techniques to the needs of a credit institution : the Crédit Foncier et Communal d'Alsace et de Lorraine (CFCAL-banque). | |
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility | |
Assessing multivariate predictors of financial market movements : a latent factor framework for ordinal data | |
Asset Prices and Priceless Assets. | |
Business and financial indicators : what are the determinants of default probability changes ? | |
Économétrie de la finance : analyses historiques | |
Eléments de Gestion Actif Passif : La gestion du Risque de couverture des marges de taux d'intérêt des dépôts à vue | |
Elements of Asset Liability Management : Risk Management and hedging interest rate margin and demand deposits. | |
Essays on Financial Portfolios Diversification and Structured Credit Funds : A Copula Approach. | |
Estimation et comparaison de copules. | |
False discoveries in mutual fund performance : measuring luck in estimated alphas | |
Firm's optimal policy for investemtn and hiring : A real option approach. | |
Indirect inference, nuisance parameter and threshold moving average, 1999: | |
Inférence indirecte, modèles TIMA avec asymétrie contemporaine et modèles ARFIMA à seuils : applications en économie et en finance | |
Interest rate model calibration and risk-management using semidefinite programming | |
International Portfolio Optimization : diversification, Risk attitude and Investment Barriers. | |
Jumps in high-frequency data : spurious detections, dynamics, and news | |
Kernel based goodness-of-fit tests for copulas with fixed smoothing parameters | |
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives | |
Linear-quadratic jump-diffusion modeling | |
Local multiplicative bias correction for asymmetric kernel density estimators | |
Modélisation et estimation de la structure par terme des taux d'intérêt | |
Multivariate wavelet-based shape preserving estimation for dependent observations | |
Non-Negativity, Zero Lower Bound and Affine Interest Rate Models | |
Non-nested hypotheses and instrumental models | |
Nonparametric instrumental variable estimation of quantile structural effects | |
Nonparametric tests for positive quadrant dependence | |
On the way to recovery : a nonparametric bias free estimation of recovery rate densities | |
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases | |
Optimality of the Financial Decision and the Theory of American and Exotic Options | |
Optimisation de portefeuille en présence des biais comportementaux | |
Option pricing with discrete rebalancing | |
Politique optimale d'investissement et d'emploi d'une firme : Une approche par les options réelles | |
Portfolio optimization in the presence of behavioural biases. | |
Positivité, séjours en zéro et modèles affines de taux d'intérêt. | |
Pricing American options under stochastic volatility and stochastic interest rates | |
Prix des actifs et actifs sans prix | |
Processus ARCH d'ordre infini, Bêtas dynamiques et applications financières | |
Quatre Essais sur l’Econométrie Financière. | |
Real Estate Finance : Portfolio managment, risk and derivatives. | |
Robust subsampling | |
Sensitivity analysis of var and expected shortfall for portfolios under netting agreements | |
Socially Responsible Investment and Portfolio Selection. | |
Some statistical pitfalls in copula modeling for financial applications | |
Technical trading revisited : persistence texts, transaction costs, and false discoveries | |
Testing for concordance ordering | |
Testing for equality between two copulas | |
Testing for stochastic dominance efficiency | |
Testing for threshold effect in ARFIMA models : application to US unemployment rate data | |
Three essays on the dependence and real estate market. | |
Tikhonov regularization for functional minimum distance estimators | |
Time-varying risk premium in large cross-sectional equity datasets | |
Trials on management and portfolios performance measurement : johnson distribution in alternative and structured mangement. | |
Trois essais sur la dépendance et le marché immobilier | |
Valuing American options using fast recursive projections | |
Weak convergence of hedging strategies of contingent claims | |
Les weather derivatives |