Chapter

1998

SPIESER, P., J. GUPTA

A Mathematical Approach of Determining Bank Risks Premium

in Operational Tools in the Management of Financial Risks., ZOPOUNIDIS C. (ed.), Kluwer Academic, pp. pp 163-176 14 p, 1998

Chapter

1998

CHEVALIER, A., P. SPIESER

Defeasance in the Framework of Finite Convergence in Stochastic Programming

in Operational Tools in the Management of Financial Risks., ZOPOUNIDIS C. (ed.), Kluwer Academic, pp. pp 213-236 24 p, 1998

Journal Article

1998

SPIESER, P.

Eléments de calcul stochastique et modélisation financière

BANQUE & MARCHES, March 1998, pp. pp 41-51 11 p

Paper presented in a Conference

1998

SPIESER, P.

The defeasance in the context of dynamic programming

in Actes des Journées de l'Association Francaise de Finance, 1998, Paris, France

Book

1997

SPIESER, P., Y. SIMON

Encyclopédie des marchés financiers Tome 1.

ECONOMICA, Paris, France, 1997

Research Monograph (Working papers)

1997

CAUSSE, G., A. CHEVALIER, J.-Y. EGLEM, P. SPIESER, B. THIRY, V. FOMKINA, V. PANAGUSHIN, C. KOBRAK

Finance for engineers

ESCP, 1997

Book

1997

CAUSSE, G., A. CHEVALIER, J.-Y. EGLEM, P. SPIESER, B. THIRY, V. FOMKINA, V. PANAGUSHIN, C. KOBRAK

Financial Management for Engineers

The engineer's business, Bruxelles, France, 1997

Chapter

1997

SPIESER, P.

Indicateurs économiques et marchés financiers

in Encyclopédie des marchés financiers., SIMON Y. (ed.), ECONOMICA, 1997

Chapter

1997

SPIESER, P., A. CHEVALIER

Linear and dynamic modelisations of defeasance operations

in New Operational Approaches for Financial Modelling., ZOPOUNIDIS C. (ed.), Physica-Verlag / Springer, pp. pp 441-451 11 p, 1997

Research Monograph (Working papers)

1997

SPIESER, P.

Mathématiques et finances

Cahier de Recherche, no. 97-132, 1997

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