Raphael DOUADY
38
Documents
Publications
Artificial Intelligence for Financial MarketsSpringer International Publishing, 2022, Financial Mathematics and Fintech, ⟨10.1007/978-3-030-97319-3⟩
Books
hal-03929243v1
|
|
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⟩
Books
hal-03265024v1
|
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⟩
Book sections
hal-03265036v1
|
|
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⟩
Book sections
hal-01478320v1
|
|
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
Book sections
hal-01478302v1
|
|
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
Book sections
hal-01479099v1
|
|
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⟩
Book sections
hal-00666751v1
|
|
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⟩
Book sections
hal-00666752v1
|
|
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices2015
Other publications
halshs-01169307v1
|
|
The Whys of the LOIS: Credit Skew and Funding Spread Volatility2014
Other publications
hal-01151315v1
|
|
Mathematical Definition, Mapping, and Detection of (Anti)Fragility2014
Other publications
hal-01151340v1
|
|
On the Super-Additivity and Estimation Biases of Quantile Contributions2014
Other publications
hal-01149834v1
|
|
Yield Curve Smoothing and Residual Variance of Fixed Income Positions2014
Other publications
hal-01151276v1
|
|
Extreme Risk, excess return and leverage: the LP formula2014
Other publications
hal-01151376v1
|
|
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE2020
Preprints, Working Papers, ...
hal-03018478v1
|
|
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses2020
Preprints, Working Papers, ...
hal-01479252v1
|
|
Tempered Stable Processes with Time Varying Exponential Tails2020
Preprints, Working Papers, ...
hal-03018495v1
|
|
Crisis Risk Prediction with Concavity from Polymodel2020
Preprints, Working Papers, ...
hal-03018481v1
|
|
Optimal Transport Filtering with Particle Reweighing in Finance2017
Preprints, Working Papers, ...
hal-01581903v1
|
|
Hamiltonian Flow Simulation of Rare Events2017
Preprints, Working Papers, ...
hal-01581894v1
|
The Precautionary Principle (with Application to the Genetic Modification of Organisms)2014
Preprints, Working Papers, ...
hal-01479405v1
|