Statistics
Publications
3
Citations
129
H-Index
3
Active since
2003
Affiliations
ETH Zurich(Current)
Stéphane Daul is an author at ETH Zurich specializing in financial crisis, asset pricing, and financial risk management.
Publications per year
2003–2009
3
3
The Grouped t-Copula with an Application to Credit Risk
Stéphane Daul, Enrico G. De Giorgi, Filip Lindskog et al. · SSRN Electronic Journal · 2003 · 80 citations · Full text
Replication of Insurance Liabilities
Elena Gutiérrez Vidal, Stéphane Daul · SSRN Electronic Journal · 2009 · 24 citations · Full text
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