Raphael Douady
TitleCited byYear
Une démonstration directe de l'équivalence des théorèmes de tores invariants pour difféomorphismes et champs de vecteurs
R Douady
Stabilité ou instabilité des points fixes elliptiques
R Douady
Annales scientifiques de l'Ecole normale supérieure 21 (1), 1-46, 1988
Mathematical definition, mapping, and detection of (anti) fragility
NN Taleb, R Douady
Quantitative Finance 13 (11), 1677-1689, 2013
On probability characteristics of" downfalls" in a standard Brownian motion
R Douady, AN Shiryaev, M Yor
Theory of Probability & Its Applications 44 (1), 29-38, 2000
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises
H Hoque, D Andriosopoulos, K Andriosopoulos, R Douady
Journal of banking & finance 50, 455-474, 2015
Financial returns of public ESOP companies: Investor effects vs. manager effects
MA Conte, J Blasi, D Kruse, R Jampani
Financial Analysts Journal 52 (4), 51-61, 1996
The precautionary principle (with application to the genetic modification of organisms)
NN Taleb, R Read, R Douady, J Norman, Y Bar-Yam
arXiv preprint arXiv:1410.5787, 2014
Analytical determination of unstable periodic orbits in area preserving maps
GLDS Ritter, AMO De Almeida, R Douady
Physica D: Nonlinear Phenomena 29 (1-2), 181-190, 1987
Closed form formulas for exotic options and their lifetime distribution
R Douady
International Journal of Theoretical and Applied Finance 2 (01), 17-42, 1999
Financial crisis dynamics: attempt to define a market instability indicator
Y Choi, R Douady
Quantitative Finance 12 (9), 1351-1365, 2012
Exemple de point fixe elliptique non topologiquement stable en dimension 4
R Douady, P Le Calvez
Comptes rendus des séances de l'Académie des sciences. Série 1, Mathématique …, 1983
A rating-based model for credit derivatives
R Douady, M Jeanblanc
European Investment Review 1, 17-29, 2002
Financial crisis and contagion: A dynamical systems approach
Y Choi, R Douady
Handbook on Systemic Risk, 453-479, 2013
Financial crisis and contagion: A dynamical systems approach
Y Choi, R Douady
Handbook on Systemic Risk, 453-479, 2013
On the super-additivity and estimation biases of quantile contributions
NN Taleb, R Douady
Physica A: Statistical Mechanics and its Applications 429, 252-260, 2015
A map and simple heuristic to detect fragility, antifragility, and model error
NN Taleb, R Douady
NYU-Poly working paper, SSRN, 2011
Centralised stochastic simulation method
JM Billiotte, I Alderberg, R Douady, O Le Marois, P Durand, F Basset
US Patent 7,542,881, 2009
Static hedging of barrier options with a smile: An inverse problem
C Bardos, R Douady, A Fursikov
ESAIM: Control, Optimisation and Calculus of Variations 8, 127-142, 2002
Applications du th eor eme des tores invariants, Th ese de 3 eme Cycle, Univ
R Douady
Paris VII, 1982
Yield curve smoothing and residual variance of fixed income positions
R Douady
Inspired by Finance, 221-256, 2014
The system can't perform the operation now. Try again later.
Articles 1–20