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Etienne de Malherbe
Observed name:
ETIENNE DE MALHERBE
Institution:
BNP Paribas (United Kingdom)
Observed institution:
BNP Paribas (United Kingdom)
ORCID:
0000-0002-2706-6419
Observed ORCID:
0000-0002-2706-6419
OpenAlex ID:
A5040671095
Modeling Private Equity Funds and Private Equity Collateralised Fund Obligations
2004
·
Etienne de Malherbe
·
International Journal of Theoretical and Applied Finance
·
27
A simple probabilistic approach to the pricing of credit default swap covenants
2006
·
Etienne de Malherbe
·
The Journal of Risk
·
14
A Model for the Dynamics of Private Equity Funds
2005
·
Etienne de Malherbe
·
The Journal of Alternative Investments
·
13
Modelling Private Equity Funds and Private Equity Collateralised Fund Obligations
2003
·
Etienne de Malherbe
·
SSRN Electronic Journal
·
3
Correlation Analysis in the Libor and Swap Market Model
2002
·
ETIENNE DE MALHERBE
·
International Journal of Theoretical and Applied Finance
·
1
The Dynamics of Private Equity Funds When Drawdowns, Performances and Distributions Are Correlated
2025
·
ETIENNE DE MALHERBE
·
International Journal of Theoretical and Applied Finance
Exposure to Energy Risk in an Energy-Based Growth Model
2024
·
Didier Darcet
, Etienne de Malherbe
·
Theoretical Economics Letters
PDF
An Energy-Based Macroeconomic Growth Model and the Impact of the Russo-Ukrainian Conflict
2022
·
Etienne de Malherbe
, Didier Darcet
·
SSRN Electronic Journal
Towards a Stochastic Cash Flow Model for Private Equity Funds
2007
·
Etienne de Malherbe
·
SSRN Electronic Journal
Volatility Smile Adjustment in the Pricing of Some European Derivatives
2003
·
Etienne de Malherbe
·
SSRN Electronic Journal
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Works count:
10
Citation count:
58
H-index:
3
I10-index:
3
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