Eymen Errais
Tunisia Private University(TN)
Publications by Year
Research Areas
Stochastic processes and financial applications, Financial Risk and Volatility Modeling, Credit Risk and Financial Regulations, Stock Market Forecasting Methods, Private Equity and Venture Capital
Most-Cited Works
- → Affine Point Processes and Portfolio Credit Risk(2010)383 cited
- → Pricing Credit from the Top Down with Affine Point Processes(2007)66 cited
- → Yes, Libor Models can Capture Interest Rate Derivatives Skew: A Simple Modelling Approach(2005)11 cited
- → Investing in Microfinance: The Case of Tunisia(2015)9 cited
- → Pricing insurance premia: a top down approach(2019)8 cited
- → A dynamic programming approach for pricing CDS and CDS options(2009)5 cited
- Point Processes and Portfolio Credit Risk(2010)
- → Is standard deviation a good measure of volatility ? the case of African markets with price limits(2015)3 cited
- → Do Cryptocurrencies have a Future in Emerging Markets? Evidence from Mauritius(2019)3 cited