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Pricing Contingent Convertible...
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Schoutens, Wim
23
Jönsson, Henrik
4
Dhaene, Jan
3
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3
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2
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2
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Insurance / Mathematics & economics
4
Review of derivatives research
3
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2
International journal of financial research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
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1
Financial markets, institutions & instruments
1
Journal of empirical finance
1
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Risk : managing risk in the world's financial markets
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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OLC EcoSci
ECONIS (ZBW)
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31
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3
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1
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1
Multiple Trigger CoCos: Contingent Debt Without Death Spiral Risk
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
Financial markets, institutions & instruments
22
(
2013
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10010105454
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2
Pricing Contingent Convertibles: A Derivatives Approach
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 27-36
Persistent link: https://www.econbiz.de/10010052348
Saved in:
3
Implied liquidity: Model sensitivity
Albrecher, Hansjoerg
;
Guillaume, Florence
;
Schoutens, Wim
- In:
Journal of empirical finance
23
(
2013
),
pp. 48-67
Persistent link: https://www.econbiz.de/10010165910
Saved in:
4
A moment matching market implied calibration
Guillaume, Florence
;
Schoutens, Wim
- In:
Quantitative finance
13
(
2013
)
9
,
pp. 1359-1373
Persistent link: https://www.econbiz.de/10010186149
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5
SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10010063820
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6
Sense and sensitivity : an input space odyssey for asset-backed security ratings
Di Girolamo, Francesca
;
Jönsson, Henrik
;
Campolongo, …
- In:
International journal of financial research
3
(
2012
)
4
,
pp. 46-68
Persistent link: https://www.econbiz.de/10010077861
Saved in:
7
Lévy processes and the financial crisis : can we design a more effective deposit protection?
Maccaferri, Sara
;
Cariboni, Jessica
;
Schoutens, Wim
- In:
International journal of financial research
4
(
2013
)
1
,
pp. 5-28
Persistent link: https://www.econbiz.de/10010077877
Saved in:
8
Systemic risk tradeoffs and option prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 222-230
Persistent link: https://www.econbiz.de/10010098499
Saved in:
9
Contingent Capital: An In‐Depth Discussion*
Maes, Stan
;
Schoutens, Wim
- In:
Economic notes : economic review of Banca Monte dei …
41
(
2012
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10009994981
Saved in:
10
On the (in-)dependence between financial and actuarial risks
Dhaene, Jan
;
Kukush, Alexander
;
Luciano, Elisa
; …
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 522-531
Persistent link: https://www.econbiz.de/10010119400
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