WorldCat Identities

Université de Lausanne Institut de gestion bancaire et financière

Overview
Works: 70 works in 105 publications in 2 languages and 232 library holdings
Publication Timeline
Key
Publications about Université de Lausanne Publications about Université de Lausanne
Publications by Université de Lausanne Publications by Université de Lausanne
Most widely held works by Université de Lausanne
Énergie et finance internationale : quel rôle pour la Banque mondiale? by Zuhayr M Mikdashi ( Book )
2 editions published in 1992 in French and held by 10 WorldCat member libraries worldwide
Le Business process reengineering dans les services (quelques aspects) : possibilités, limites et perspectives by André R Probst ( Book )
2 editions published in 1995 in French and held by 9 WorldCat member libraries worldwide
Les innovations financières au service de l'entreprise suisse ( Book )
3 editions published in 1992 in French and held by 8 WorldCat member libraries worldwide
La décision d'investissement des entreprises sous l'angle de la théorie des options by Rajna Gibson ( Book )
2 editions published in 1993 in French and held by 7 WorldCat member libraries worldwide
An incentive problem in the dynamic theory of banking by Ernst-Ludwig von Thadden ( Book )
2 editions published in 2000 in English and held by 7 WorldCat member libraries worldwide
Hedge fund diversification : how much is enough? by François-Serge Lhabitant ( Book )
2 editions published in 2002 in English and held by 7 WorldCat member libraries worldwide
Serial and parallel Krylov methods for implicit finite difference schemes arising in multivariate option pricing by Manfred Gilli ( Book )
2 editions published in 2001 in English and held by 7 WorldCat member libraries worldwide
Options, futures and stock market interactions : empirical evidence from the Swiss stock market by Martin Bruand ( Book )
2 editions published in 1996 in English and held by 6 WorldCat member libraries worldwide
Discretionary asset management processes in Switzerland by François-Serge Lhabitant ( Book )
1 edition published in 1997 in English and held by 5 WorldCat member libraries worldwide
Reorganization costs, business cycle, and asset prices by Olivier Tinguely ( Book )
2 editions published in 1997 in English and held by 5 WorldCat member libraries worldwide
Cahier / Institut de gestion bancaire et financière ( )
in French and held by 5 WorldCat member libraries worldwide
Control of credit risk collateralization using quasi-variational inequalities by Didier Cossin ( Book )
2 editions published in 1998 in English and held by 5 WorldCat member libraries worldwide
Credit risk pricing : a literature survey by Didier Cossin ( Book )
1 edition published in 1997 in English and held by 5 WorldCat member libraries worldwide
Modeling the term structure of interest rates a review of the literature by Rajna Gibson ( Book )
2 editions published in 1998 in English and held by 5 WorldCat member libraries worldwide
The last decades have seen the development of a profusion of theoretical models of the term structure of interest rates. The aim of this survey is to provide a comprehensive review of these continuous time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives. The originality of the survey lies in the fact that it provides a unifying framework in which most continuous-time term structure models can be nested and thus related to each other. Thus, we not only present the most important continuous-time term structure models in the literature but also provide a mathematically rigorous and unifying setting in which these models can be compared in terms of their similarities, distinguished in terms of their idiosyncratic features and in which their main contributions and limitations can easily be highlighted
Time at risk : toward a banking Titanic ? by François-Serge Lhabitant ( Book )
1 edition published in 1998 in English and held by 5 WorldCat member libraries worldwide
Portfolio management in the 20th century and beyond : from Harry Markowitz and William Sharpe to Robert C. Merton and after (or from a Nobel to another) by François-Serge Lhabitant ( Book )
1 edition published in 1997 in English and held by 5 WorldCat member libraries worldwide
Stochastic interest rates and the pricing of European currency options by Kpate Adjaouté ( Book )
2 editions published in 1997 in English and held by 5 WorldCat member libraries worldwide
Les fonds de placement by André Cornu ( Book )
1 edition published in 1993 in French and held by 4 WorldCat member libraries worldwide
Research paper series / International center for financial asset management and engineering ( )
in English and held by 4 WorldCat member libraries worldwide
Les modèles d'évaluation d'option à élasticité de variance constante : théorie et tests empiriques sur les actions suisses by Kpate Adjaoute ( Book )
1 edition published in 1994 in French and held by 4 WorldCat member libraries worldwide
 
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Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.46 (from 0.00 for Cahier / I ... to 0.66 for Énergie e ...)
Associated Subjects
Alternative Names
Ecole des Hautes Etudes Commerciales Institut de Gestion Bancaire et Financière
Ecole des Hautes Etudes Commerciales Institute of Banking and Financial Management
Ecole des Hautes Etudes Commerciales Lausanne Institut de Gestion Bancaire et Financière
Ecole des Hautes Etudes Commerciales Lausanne Institute of Banking and Financial Management
IBFM
IBFM Abkuerzung
IBFM (Institute of Banking and Financial Management, Lausanne)
IGBF
IGBF Abkuerzung
IGBF (Institut de gestion bancaire et financière, Lausanne)
Institut de gestion bancaire et financière (Lausanne)
Institute of Banking and Financial Management
Institute of Banking and Financial Management Lausanne
Université de Lausanne. Ecole des hautes études commerciales. Institut de gestion bancaire et financière
Université de Lausanne Institut de gestion bancaire et financière
Université de Lausanne Institute of Banking and Financial Management
Languages
English (22)
French (12)