Concepedia

Antoine Frachot

AF

Statistics

Publications

8

Citations

459

H-Index

8

Active since

1995

Affiliations

Centre for Research in Engineering Surface Technology(Current)

Centre de Recherche en Économie et Statistique

Institut National de la Statistique et des Etudes Economiques

Université d'Évry Val-d'Essonne

Banque de France

Antoine Frachot is an author at Centre for Research in Engineering Surface Technology specializing in finance, economics, and business.

Top concepts

Publications per year

1995–2007

8

Publications

8

Loss Distribution Approach for Operational Risk

Antoine Frachot, Pierre Georges, Thierry Roncalli · SSRN Electronic Journal · 2001 · 177 citations · Full text

Loss Distribution Approach in Practice

Antoine Frachot, Olivier Moudoulaud, Thierry Roncalli · SSRN Electronic Journal · 2007 · 107 citations · Full text

A reexamination of the uncovered interest rate parity hypothesis

Antoine Frachot · Journal of International Money and Finance · 1996 · 48 citations

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Mixing Internal and External Data for Managing Operational Risk

Antoine Frachot, Thierry Roncalli · SSRN Electronic Journal · 2007 · 42 citations · Full text

FACTOR MODELS OF DOMESTIC AND FOREIGN INTEREST RATES WITH STOCHASTIC VOLATILITIES

Antoine Frachot · Mathematical Finance · 1995 · 31 citations

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