Perraudin, W. R. M
Actions
Incoming Resources
- Contributor of32
- Reserve and exchange rate cycles
- Inflation and sovereign default
- Bank capital and value at risk
- Multivariate tests of a continuous time euilibrium arbitrage pricing theory with conditional heteroscedasticity and jumps
- Asymmetry in the ERM, a case study of French and German interest rates since Basle-Nyborg
- Asymmetry in the ERM, a case study of French and German interest rates since Basel-Nyborg
- Interest rate distributions, yield curve modelling and monetary policy
- Creditor races and contingent claims
- Mortgage default and repossession
- Time to default in the UK mortgage market
- Predicting emerging market currency crashes
- European pension systems, a simulation analysis
- New methods for estimating nonlinear continuous time interest rate processes
- Securities fraud
- Demography, pensions and welfare, fertility shocks and the Finnish economy
- Pension systems in Europe, a general equilibrium study
- Value at risk for derivatives
- The impact of IMF programmes
- House price predictability
- Pricing deposit insurance in the United Kingdom
- Optimal bank reorganisation and the fair pricing of deposit guarantees
- Debt in industry equilibrium
- An empirical investigation of US bank deposit guarantees
- Option Games
- Yield curves with jump short rates
- Mutual fund separation with general preferences
- Real options and preemption
- Modelling exchange rates in continuous time, estimation and option pricing
- Interest rate setting in floating rate mortgage markets
- Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
- Reserve cycles
- Capital requirements and value-at-risk analysis
- Creator of6
- Continuous time international arbitrage pricing, theory and estimation
- Information flows in the foreign exchange market
- Cheats, banks and liquidity constraints
- The timing of reform
- Framework for the analysis of pension and unemployment benefit reform in Poland
- Modelling exchange rates in continuous time, theory, estimation and option pricing