Statistics
Publications
4
Citations
255
H-Index
4
Active since
2002
Affiliations
University of Waterloo(Current)
Élie Ayache is an author at University of Waterloo specializing in credit risk, convertible bond pricing, and convertible securities.
Publications per year
2002–2004
4
4
Valuation of Convertible Bonds With Credit Risk
Élie Ayache, Peter Forsyth, Kenneth R. Vetzal · The Journal of Derivatives · 2003 · 147 citations
Business, Finance, Corporate Finance +16
The Valuation of Convertible Bonds With Credit Risk
Élie Ayache, Peter Forsyth, K.R. Vetzal · eCommons (Cornell University) · 2003 · 52 citations · Full text
Can anyone solve the smile problem?
Élie Ayache, Philippe Henrotte, Sonia Nassar et al. · Wilmott · 2004 · 33 citations
Social Sciences, Dental Public Health, Nonverbal Communication +1
Next generation models for convertible bonds with credit risk
Élie Ayache, Peter Forsyth, K.R. Vetzal · Wilmott · 2002 · 23 citations
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