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Schoutens, Wim

Libros de: Schoutens, Wim

Mostrando 5 libros encontrados. (1 páginas).

  • The Risk Management of Contingent Convertible (CoCo) Bonds

    The Risk Management of Contingent Convertible (CoCo) Bonds

    De Spiegeleer, Jan Marquet, Ine Schoutens, Wim

    Springer Verlag (2018)

    valoración

    • EAN: 9783030018238
    • Páginas: 106
    • Fecha de edición: 2018

    pvp.58,95 €

    Disponible entre 11 y 20 dias

    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 ...

  • The Handbook Of Convertible Bonds "Pricing, Strategies And Risk Management"

    The Handbook Of Convertible Bonds "Pricing, Strategies And Risk Management"
     Pricing, Strategies And Risk Management

    De Spiegeleer, Jan Schoutens, Wim

    Wiley & Sons Ltd. (2011)

    valoración

    • EAN: 9780470689684
    • Páginas: 396
    • Fecha de edición: 2011

    pvp.87,35 €

    Disponible entre 11 y 20 dias

    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 ...

  • Levy Processes In Credit Risk

    Levy Processes In Credit Risk

    Schoutens, Wim

    Wiley & Sons Ltd. (2009)

    valoración

    • EAN: 9780470743065
    • Páginas: 200
    • Fecha de edición: 2009

    pvp.101,90 €

    Disponible entre 11 y 20 dias

    Schoutens and Cariboni are two of a horrifyingly small number of authors who realize that something had to be done about credit modelling. Theirs won't be the final word on the subject but it's better ...

  • Exotic Option Pricing And Advanced Levy Models.

    Exotic Option Pricing And Advanced Levy Models.

    Kyprianou, A. Schoutens, Wim Wilmott, P.

    Wiley & Sons Ltd. (2005)

    valoración

    • EAN: 9780470016848
    • Páginas: 352
    • Fecha de edición: 2005

    pvp.145,60 €

    Disponible entre 11 y 20 dias

    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 ...

  • Levy Processes In Finance - Pricing Financial Derivatives.

    Levy Processes In Finance - Pricing Financial Derivatives.

    Schoutens, Wim

    Wiley & Sons Ltd. (2003)

    valoración

    • EAN: 9780470851562
    • Páginas: 208
    • Fecha de edición: 2003

    pvp.110,00 €

    Disponible entre 11 y 20 dias

    Financial mathematics has enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Levy processes has also seen many exciting developments. These powerful modelling tools allow the user ...