{"title":"Chapitre 7. L'identification et l'évaluation du risque de taux : la duration et la convexité","authors":"M. Bellalah","doi":"10.3917/dbu.bella.2005.01.0179","DOIUrl":"https://doi.org/10.3917/dbu.bella.2005.01.0179","url":null,"abstract":"","PeriodicalId":260851,"journal":{"name":"Gestion des risques de taux d'intérêt et de change","volume":"68 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121905689","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Chapitre 17. Les options plafonnées, les produits hybrides et les produits dérivés de crédit","authors":"M. Bellalah","doi":"10.3917/dbu.bella.2005.01.0447","DOIUrl":"https://doi.org/10.3917/dbu.bella.2005.01.0447","url":null,"abstract":"","PeriodicalId":260851,"journal":{"name":"Gestion des risques de taux d'intérêt et de change","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129936652","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Chapitre 13. Les contrats à terme sur taux d'intérêt à court et à long terme et les options","authors":"M. Bellalah","doi":"10.3917/dbu.bella.2005.01.0329","DOIUrl":"https://doi.org/10.3917/dbu.bella.2005.01.0329","url":null,"abstract":"","PeriodicalId":260851,"journal":{"name":"Gestion des risques de taux d'intérêt et de change","volume":"4 1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123527998","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Chapitre 11. Les swaps et les actifs synthétiques : analyse, évaluation et applications","authors":"M. Bellalah","doi":"10.3917/dbu.bella.2005.01.0275","DOIUrl":"https://doi.org/10.3917/dbu.bella.2005.01.0275","url":null,"abstract":"","PeriodicalId":260851,"journal":{"name":"Gestion des risques de taux d'intérêt et de change","volume":"29 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131613101","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Chapitre 12. Le développement des marchés de taux et instruments dérivés","authors":"M. Bellalah","doi":"10.3917/dbu.bella.2005.01.0297","DOIUrl":"https://doi.org/10.3917/dbu.bella.2005.01.0297","url":null,"abstract":"","PeriodicalId":260851,"journal":{"name":"Gestion des risques de taux d'intérêt et de change","volume":"310 ","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114085307","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Chapitre 2. Les spécificités et les risques d'un investissement obligataire","authors":"M. Bellalah","doi":"10.3917/dbu.bella.2005.01.0049","DOIUrl":"https://doi.org/10.3917/dbu.bella.2005.01.0049","url":null,"abstract":"","PeriodicalId":260851,"journal":{"name":"Gestion des risques de taux d'intérêt et de change","volume":"27 9","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"113968185","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Chapitre 5. Les déterminants de la courbe de taux : illustration des théories","authors":"M. Bellalah","doi":"10.3917/dbu.bella.2005.01.0135","DOIUrl":"https://doi.org/10.3917/dbu.bella.2005.01.0135","url":null,"abstract":"","PeriodicalId":260851,"journal":{"name":"Gestion des risques de taux d'intérêt et de change","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121064289","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Chapitre 6. Taux au comptant, taux forward et techniques d'estimation des taux d'intérêt","authors":"M. Bellalah","doi":"10.3917/dbu.bella.2005.01.0157","DOIUrl":"https://doi.org/10.3917/dbu.bella.2005.01.0157","url":null,"abstract":"","PeriodicalId":260851,"journal":{"name":"Gestion des risques de taux d'intérêt et de change","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124530065","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Chapitre 8. La gestion actif-passif et l'immunisation d'un portefeuille","authors":"M. Bellalah","doi":"10.3917/dbu.bella.2005.01.0209","DOIUrl":"https://doi.org/10.3917/dbu.bella.2005.01.0209","url":null,"abstract":"","PeriodicalId":260851,"journal":{"name":"Gestion des risques de taux d'intérêt et de change","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130552950","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Chapitre 18. Les options rainbow, l'évaluation des obligations et la gestion des risques","authors":"M. Bellalah","doi":"10.3917/dbu.bella.2005.01.0457","DOIUrl":"https://doi.org/10.3917/dbu.bella.2005.01.0457","url":null,"abstract":"","PeriodicalId":260851,"journal":{"name":"Gestion des risques de taux d'intérêt et de change","volume":"67 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2005-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133301117","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}