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Author

Vivien Brunel

ORCID: 0000-0001-5624-1194
Observed ORCID: 0000-0001-5624-1194
OpenAlex ID: A5067120691
Pricing Credit Derivatives with Uncertain Default Probabilities
2001 · Vivien Brunel · SSRN Electronic Journal · 2
IFRS 9 Provision Analytics
2015 · Vivien Brunel · SSRN Electronic Journal · 1
Securitizations: Dealing with Seller's Risk
2015 · Vivien Brunel · SSRN Electronic Journal
New Results on the Correlation Problem in Operational Risk
2014 · Vivien Brunel · Journal of financial perspectives
Pricing of Equities with Embedded Optional Clauses: Study of Ppr's Proposal on Gucci
2003 · Vivien Brunel, Francois Soupe · SSRN Electronic Journal
Works count: 5
Citation count: 3
H-index: 1
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