• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail

Correlation, CDOs of ABS and the subprime crisis

Lardy, Jean-Pierre; Patras, Frédéric; Vialard, François-Xavier (2009), Correlation, CDOs of ABS and the subprime crisis, in Gouriéroux, Christian; Jeanblanc, Monique, Financial risks : new developments in structured product & credit derivatives, Economica : Paris, p. 7-17

View/Open
s15_lardy-slides.pdf (158.8Kb)
Type
Communication / Conférence
Date
2009
Conference title
International Financial Research Forum
Conference date
2008-03
Conference city
Paris
Conference country
France
Book title
Financial risks : new developments in structured product & credit derivatives
Book author
Gouriéroux, Christian; Jeanblanc, Monique
Publisher
Economica
Published in
Paris
ISBN
978-2-7178-5719-1
Number of pages
197
Pages
7-17
Metadata
Show full item record
Author(s)
Lardy, Jean-Pierre
Patras, Frédéric cc
Vialard, François-Xavier
Subjects / Keywords
systemic risks; high correlation regimes; subprime crisis
JEL
D53 - Financial Markets
C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

Related items

Showing items related by title and author.

  • Thumbnail
    CDOs: How far should we depart from Gaussian copulas? 
    Lardy, Jean-Pierre; Patras, Frédéric; Vialard, François-Xavier (2008) Document de travail / Working paper
  • Thumbnail
    Assessing the Potential Impact of the Global Crisis on the Labour Market and the Informal Sector in Vietnam 
    Cling, Jean-Pierre; Razafindrakoto, Mireille; Roubaud, François (2011) Article accepté pour publication ou publié
  • Thumbnail
    Second order models for optimal transport and cubic splines on the Wasserstein space 
    Benamou, Jean-David; Gallouët, Thomas; Vialard, François-Xavier (2019) Article accepté pour publication ou publié
  • Thumbnail
    How deep was the impact of the economic crisis in Vietnam ? A focus on the informal sector in Hanoi and Ho Chi Minh City 
    Cling, Jean-Pierre; Hữu Chí, Nguyen; Razafindrakoto, Mireille; Roubaud, François (2010) Document de travail / Working paper
  • Thumbnail
    Riemannian cubics on the group of diffeomorphisms and the Fisher-Rao metric 
    Tahraoui, Rabah; Vialard, François-Xavier (2016) Document de travail / Working paper
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo