Wim Schoutens is a Professor of Financial Engineering at Katholieke Universiteit Leuven, Belgium. He has extensive practical experience of model implementation and is well known for his consulting work to the banking industry and other institutions. Schoutens has authored several books on a variety of financial engineering-related topics such as Lévy processes, credit risk and contingent capital. He is also Managing Editor of the International Journal of Theoretical and Applied Finance and Quantitative Finance and Associate Editor of Mathematical Finance and Review of Derivatives Research.
7 résultat(s)
Télécharger le livre : Financial Risk Management for Cryptocurrencies
Lucia Alessi , Marco Petracco Giudici , Wim Schoutens , Eline Van Der Auwera
Financial Risk Management for Cryptocurrencies
This book explores the emerging field of risk management and risk analysis of cryptocurrencies, an area that has been generating considerable research. It begins by providing an introduction to digital finance and the concept of cryptocurrencies and blockchain...
Editeur : Springer
Parution : 2020-09-20
Collection : SpringerBriefs in Finance
Format(s) : PDF, ePub
73,84 €
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Télécharger le livre : The Risk Management of Contingent Convertible (CoCo) Bonds
Jan De Spiegeleer , Ine Marquet , Wim Schoutens
The Risk Management of Contingent Convertible (CoCo) Bonds
This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a trigger event. The loss-absorption mechanism is automatically enforced...
Editeur : Springer
Parution : 2018-11-02
Collection : SpringerBriefs in Finance
Format(s) : PDF, ePub
68,56 €
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Télécharger le livre : The Handbook of Hybrid Securities
Jan De Spiegeleer , Wim Schoutens , Cynthia Van Hulle
The Handbook of Hybrid Securities
Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk management To an equity trader they are shares. For the trader at the fixed income desk, they are bonds (after all, they pay coupons, so what's the problem?). They are hybrid...
Editeur : Wiley
Parution : 2014-08-06
Collection : The Wiley Finance Series
Format(s) : PDF, ePub
74,91 €
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Télécharger le livre : Quantitative Assessment of Securitisation Deals
Francesca Campolongo , Henrik Jönsson , Wim Schoutens
Quantitative Assessment of Securitisation Deals
The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be...
Editeur : Springer
Parution : 2012-09-05
Collection : SpringerBriefs in Finance
Format(s) : ePub
52,74 €
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Télécharger le livre : The Handbook of Convertible Bonds
Jan De Spiegeleer , Wim Schoutens
The Handbook of Convertible Bonds
This is a complete guide to the pricing and risk management of convertible bond portfolios. Convertible bonds can be complex because they have both equity and debt like features and new market entrants will usually find that they have either a knowledge of fixed income...
Editeur : Wiley
Parution : 2011-07-07
Collection : The Wiley Finance Series
Format(s) : PDF, ePub
107,61 €
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Télécharger le livre : Levy Processes in Credit Risk
Jessica Cariboni , Wim Schoutens
Levy Processes in Credit Risk
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized...
Editeur : Wiley
Parution : 2010-06-15
Collection : The Wiley Finance Series
Format(s) : ePub
95,37 €
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Télécharger le livre : Exotic Option Pricing and Advanced Lévy Models
Andreas Kyprianou , Wim Schoutens , Paul Wilmott
Exotic Option Pricing and Advanced Lévy Models
Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion,...
Editeur : Wiley
Parution : 2006-06-14

Format(s) : PDF
113,31 €
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