Jean-Paul Laurent

Available identifiers

zbMath Open laurent.jean-paulMaRDI QIDQ475327

List of research outcomes

Publication	Date of Publication	Type
On the risk management of demand deposits: quadratic hedging of interest rate margins	2022-07-05	Paper
An overview of the valuation of collateralized derivative contracts	2014-11-26	Paper
Pricing CDOs with state-dependent stochastic recovery rates	2014-01-24	Paper
Hedging default risks of CDOs in Markovian contagion models	2013-12-13	Paper
Hedging CDO Tranches in a Markovian Environment	2010-12-14	Paper
Comparison results for exchangeable credit risk portfolios	2008-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q2725581	2002-01-13	Paper
Mean-Variance Hedging and Numeraire	2001-03-29	Paper
Dynamic programming and mean-variance hedging	1999-09-14	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jean-Paul Laurent