EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY.

Philippe Bertrand; Jean-Luc Prigent

Journal articles

EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY.

Philippe Bertrand ¹ Jean-Luc Prigent ²

1 CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille

2 THEMA - Théorie économique, modélisation et applications

Document type :

Journal articles

Domain :

Quantitative Finance [q-fin] / General Finance [q-fin.GN]

Complete list of metadatas

https://hal-amu.archives-ouvertes.fr/hal-01833069
Contributor : Imane Mohat <>
Submitted on : Monday, July 9, 2018 - 12:44:10 PM
Last modification on : Thursday, March 5, 2020 - 4:26:32 PM

EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY.

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EVALUATION OF FINANCIAL STRUCTURED PRODUCTS: AN APPLICATION OF THE EXTREME VALUE THEORY.

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