Details about Hayette Gatfaoui

E-mail:
Homepage:	http://www.e-fern.org/public/P0244061.htm
Phone:	00 33 2 32 82 58 21
Postal address:	Tenured Associate Professor, Rouen School of Management, Economics & Finance Department, 1 Rue du Maréchal Juin, BP 215, 76825 Mont-Saint-Aignan Cedex France; Fax: 00 33 2 32 82 58 34
Workplace:	Rouen Business School, (more information at EDIRC)

Access statistics for papers by Hayette Gatfaoui.

Last updated 2009-07-24. Update your information in the RePEc Author Service.

Short-id: pga83

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Working Papers

2004

Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility
Finance, EconWPA
Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2004)

2003

How Does Systematic Risk Impact US Credit Spreads? A Copula Study
Risk and Insurance, EconWPA
Risk Disaggregation And Credit Risk Valuation In The Merton Like Way
Finance, EconWPA View citations
Risque de Défaut et Risque de Liquidité: Une Etude de Deux Composantes du Spread de Crédit
Risk and Insurance, EconWPA

Journal Articles

2002

Systematic risk and idiosyncratic risk: a useful distinction for valuing European options
Journal of Multinational Financial Management, 2002, 12, (4-5), 305-321 View citations

Page updated 2009-11-25