Jan De Spiegeleer

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Machine learning for quantitative finance: fast derivative pricing, hedging and fitting
Quantitative Finance
2019-02-06Paper
The risk management of contingent convertible (CoCo) bonds
SpringerBriefs in Finance
2018-10-29Paper
The impact of a new CoCo issuance on the price performance of outstanding CoCos
Innovations in Derivatives Markets
2018-10-22Paper
Hunting for black swans in the European banking sector using extreme value analysis
Springer Proceedings in Mathematics & Statistics
2017-07-31Paper


Research outcomes over time


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