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Youssef Elouerkhaoui
Observed name:
YOUSSEF ELOUERKHAOUI
Observed institution:
Citigroup
OpenAlex ID:
A5039795365
Pricing and Hedging in a Dynamic Credit Model
2007
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YOUSSEF ELOUERKHAOUI
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International Journal of Theoretical and Applied Finance
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38
Etude des problèmes de corrélation et d'incomplétude dans les marchés de crédit
2006
·
Youssef Elouerkhaoui
·
OpenGrey (Institut de l'Information Scientifique et Technique)
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11
Credit Correlation
2017
·
Youssef Elouerkhaoui
·
Springer eBooks
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10
Pricing and Hedging in a Dynamic Credit Model
2007
·
YOUSSEF ELOUERKHAOUI
·
WORLD SCIENTIFIC eBooks
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4
Numerical Tools: Basket Expansions
2017
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Youssef Elouerkhaoui
·
Springer eBooks
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2
Hedging in Incomplete Markets
2017
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Youssef Elouerkhaoui
·
Springer eBooks
·
1
Correlation Calibration with Stochastic Recovery
2017
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Youssef Elouerkhaoui
·
Springer eBooks
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1
Correlation Skew: A Black-Scholes Approach
2017
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Youssef Elouerkhaoui
·
Springer eBooks
Third Generation Models: From Static to Dynamic Models
2017
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Youssef Elouerkhaoui
·
Springer eBooks
The Asymptotic Homogeneous Expansion
2017
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Youssef Elouerkhaoui
·
Springer eBooks
Min-Variance Hedging with Carry
2017
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Youssef Elouerkhaoui
·
Springer eBooks
An Introduction to the Marshall-Olkin Copula
2017
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Youssef Elouerkhaoui
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Springer eBooks
The Homogeneous Transformation
2017
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Youssef Elouerkhaoui
·
Springer eBooks
New Frontiers in Credit Modelling: The CVA Challenge
2017
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Youssef Elouerkhaoui
·
Springer eBooks
Introduction and Context
2017
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Youssef Elouerkhaoui
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Springer eBooks
Expectations in the Enlarged Filtration
2017
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Youssef Elouerkhaoui
·
Springer eBooks
The Asymptotic Expansion
2017
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Youssef Elouerkhaoui
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Springer eBooks
Copulas and Conditional Jump Diffusions
2017
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Youssef Elouerkhaoui
·
Springer eBooks
Second Generation Models: From Flat to Correlation Skew
2017
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Youssef Elouerkhaoui
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Springer eBooks
Pricing Path-Dependent Credit Products
2017
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Youssef Elouerkhaoui
·
Springer eBooks
CDO-Squared: Correlation of Correlation
2017
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Youssef Elouerkhaoui
·
Springer eBooks
Correlation Demystified: A General Overview
2017
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Youssef Elouerkhaoui
·
Springer eBooks
Mathematical Fundamentals
2017
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Youssef Elouerkhaoui
·
Springer eBooks
Static Replication
2017
·
Youssef Elouerkhaoui
·
Springer eBooks
Marshall‐Olkin Copula‐Based Models
2012
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Youssef Elouerkhaoui
·
Oxford University Press eBooks
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Works count:
26
Citation count:
67
H-index:
4
I10-index:
3
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