
Raphael DOUADY
38
Documents
Publications
Publications
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Artificial Intelligence for Financial MarketsSpringer International Publishing, 2022, Financial Mathematics and Fintech, ⟨10.1007/978-3-030-97319-3⟩
Ouvrages
hal-03929243
v1
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Financial Regulation in the EU: From Resilience to GrowthPalgrave Macmillan; Springer International Publishing, pp.486, 2017, 978-3-319-44286-0. ⟨10.1007/978-3-319-44287-7⟩
Ouvrages
hal-03265024
v1
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Repurchase Agreements and the European Sovereign Debt Crises: The Role of European ClearinghousesSabri Boubaker; Duc Khuong Nguyen. Handbook of Global Financial Markets. Transformations, Dependence, and Risk Spillovers, World Scientific, pp.467-492, 2019, 978-981-3236-64-6. ⟨10.1142/9789813236653_0018⟩
Chapitre d'ouvrage
hal-03265036
v1
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Capital Adequacy, Pro-cyclicality and Systemic RiskAlain Bensoussan; Dominique Guégan; Charles S. Tapiero. Future Perspectives in Risk Models and Finance, 211, Springer International Publishing, pp.137-148, 2015, International Series in Operations Research & Management Science, 978-3-319-07524-2. ⟨10.1007/978-3-319-07524-2⟩
Chapitre d'ouvrage
hal-01478320
v1
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Modèles mathématiques et crise financièreDaniel Justens. Mathématiques : de l'esthétique à l'éthique. Une dimension insoupçonnée, 51, Editions Pôle Paris, pp.134-139, 2014, Bibliothèque Tangente, 2-8488-4168-0
Chapitre d'ouvrage
hal-01479099
v1
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A Non-cyclical Capital Adequacy Rule and the Aversion of Systemic RiskChristian de Boissieu; François-Gilles Le Theule; Paolo Bailo. Comment la régulation financière peut-elle sortir l’Europe de la crise ?, ENA éditions, 2014, Professionnels De L'europe, 9782111385320
Chapitre d'ouvrage
hal-01478302
v1
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Yield Curve Smoothing and Residual Variance of Fixed Income PositionsY. Kabanov, M. Rutkowski, T. Zariphopoulou. Inspired by Finance. The Musiela Festschrift, Springer, pp.221-256, 2013, 978-3-319-02069-3. ⟨10.1007/978-3-319-02069-3_10⟩
Chapitre d'ouvrage
hal-00666751
v1
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Financial Crisis and Contagion: A Dynamical Systems ApproachJean-Pierre Fouque, Joseph A. Langsam. Handbook on systemic risk, Cambridge University Press, pp.453-480, 2013, 9781107023437. ⟨10.1017/CBO9781139151184.024⟩
Chapitre d'ouvrage
hal-00666752
v1
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A Pratical Approach to Financial Crisis Indicators Based on Random Matrices2015
Autre publication scientifique
halshs-01169307
v1
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On the Super-Additivity and Estimation Biases of Quantile Contributions2014
Autre publication scientifique
hal-01149834
v1
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Mathematical Definition, Mapping, and Detection of (Anti)Fragility2014
Autre publication scientifique
hal-01151340
v1
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Extreme Risk, excess return and leverage: the LP formula2014
Autre publication scientifique
hal-01151376
v1
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Yield Curve Smoothing and Residual Variance of Fixed Income Positions2014
Autre publication scientifique
hal-01151276
v1
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The Whys of the LOIS: Credit Skew and Funding Spread Volatility2014
Autre publication scientifique
hal-01151315
v1
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Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses2020
Pré-publication, Document de travail
hal-01479252
v1
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Crisis Risk Prediction with Concavity from Polymodel2020
Pré-publication, Document de travail
hal-03018481
v1
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Tempered Stable Processes with Time Varying Exponential Tails2020
Pré-publication, Document de travail
hal-03018495
v1
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SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE2020
Pré-publication, Document de travail
hal-03018478
v1
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Optimal Transport Filtering with Particle Reweighing in Finance2017
Pré-publication, Document de travail
hal-01581903
v1
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Hamiltonian Flow Simulation of Rare Events2017
Pré-publication, Document de travail
hal-01581894
v1
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The Precautionary Principle (with Application to the Genetic Modification of Organisms)2014
Pré-publication, Document de travail
hal-01479405
v1
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