Olivier Renault

Finance · 2001–2006

A researcher in the Science corpus: 4 papers; trusts 19 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 57 citations into it; #3,843 of 10,518 by trust here, #4,482 by citations
• Accounting — 27 citations into it
• Economics and Econometrics — 19 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Olivier Renault trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Francis A. Longstaff
2. Robert A. Jarrow
3. D. Lando
4. Joost Driessen
5. R. Fisher
6. W. Perraudin
7. Eduardo S. Schwartz
8. José A. López
9. Dilip B Madan 5
10. Jan Ericsson

Who trusts Olivier Renault overall

1. Philippe Jorion
2. Jean-Sébastien Fontaine
3. Harjoat S. Bhamra
4. Arnaud de Servigny
5. Zhiguo He
6. Gaiyan Zhang
7. C. Rösch
8. René Garcia

Papers from Olivier Renault's perspective

Ordered by how strongly the researchers Olivier Renault trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Pricing of Options and Corporate Liabilities
2. Stability of ratings transitions
3. Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
4. Valuing American Options by Simulation: A Simple Least-Squares Approach
5. DEFAULT RISK AND DIVERSIFICATION: THEORY AND APPLICATIONS
6. Liquidity and Credit Risk
7. Do Credit Spreads Reflect Stationary Leverage Ratios
8. An Analysis of Default Correlations and Multiple Defaults
9. DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
10. Robust Classification for Imprecise Environments

Their papers

• Liquidity and Credit Risk (2006) — 496 citations
• Measuring and Managing Credit Risk (2004) — 133 citations
• Default correlation: empirical evidence (2002) — 120 citations
• An academic response to Basel II (2001) — 453 citations