Возраст домена | n/a |
Дата окончания | n/a |
PR | 2 |
ИКС | |
Страниц в Google | 49 |
Страниц в Яндексе | 18 |
Dmoz | Нет |
Яндекс Каталог | Нет |
Alexa Traffic Rank | 11598634 |
Alexa Country | Нет данных |
История изменения показателей | Авторизация |
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PublishedPapers.html
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Данные предоставлены сервисом semrush
Сайт | Общие фразы | PR | тИЦ | Alexa Rank | Alexa Country | |
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Еще 37 сайтов после авторизации |
Данные предоставлены сервисом semrush
Ссылок в Alexa | 2 |
Данные linkpad ( 8 Марта 2013 ) | |
Количество ссылок на сайт | 1 |
Количество доменов, которые ссылаются на сайт | 1 |
Количество найденных анкоров | 1 |
Исходящие (внешние) ссылки домена | 21 |
Количество доменов, на которые ссылается сайт | 19 |
Количество исходящих анкоров | 21 |
Внешние ссылки главной страницы ( 1 ) | |
ssrn.com/abstract=2606080 | Sizing the Stage 2 portfolios for IFRS 9 provisions |
Внутренние ссылки главной страницы ( 24 ) | |
Presentations/RISKMINDS2015.pdf | Choosing modelling options and transfer criteria for IFRS 9: from theory to practice |
WorkingPapers/RO2.pdf | Operational risk modeled analytically II: the consequences of classification invariance |
PublishedPapers/Risk_0714_brunel.pdf | Operational risk modelled analytically |
PublishedPapers/JFPRO.pdf | New results on the correlation problem for operational risk |
PublishedPapers/Seller risk.pdf | Dealing with seller's risk |
PublishedPapers/UncertainProbabilities.pdf | Pricing credit derivatives with uncertain default probabilities |
PublishedPapers/Jumps.pdf | Super-replication problem in a jumping financial market |
PublishedPapers/LongTerm.pdf | On the optimal growth rate strategy : long term opportunities and short term risk |
PublishedPapers/QuantsEnglish.pdf | Using credit derivatives |
PublishedPapers/QuantsFrench.pdf | (French version) |
WorkingPapers/Duration_ABS.pdf | Model-independant approximation formulas for ABS duration |
WorkingPapers/UniversalMeasure.pdf | Universal measure for pricing credit portfolios |
WorkingPapers/Entropy.pdf | Minimal models for credit risk : an information theory approach |
WorkingPapers/PPR_Gucci.pdf | Pricing of equities with embedded optional clausis: study of PPR's proposal on Gucci |
WorkingPapers/RiskOp.pdf | Le risque opérationnel |
Other/CreditVaR.pdf | Credit VaR |
Other/IncidentsOfDefaults.pdf | Incidents of defaults |
Other/MonteCarloSimulations.pdf | Monte Carlo Simulations for risk management |
Other/RARORAC.pdf | RARORAC |
Other/Bond_purchase_price.pdf | Should we buy a bond under or above par ? (in French) |
Other/Cost of adding a guarantee to a fund.pdf | Cost of adding a guarantee to a fund |
Presentations/Riskminds2014.pdf | Modelling challenges linked to IFRS 9 norms |
Presentations/ESILV2014.pdf | A recent history of credit risk (in French) |
Presentations/Cass2014.pdf | Operational risk modelled analytically |
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