Philipp J. Schönbucher
From MaRDI portal
Person:375365
Available identifiers
zbMath Open schonbucher.philipp-jMaRDI QIDQ375365
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
https://portal.mardi4nfdi.de/entity/Q5226703 | 2019-08-01 | Paper |
Term structure modelling of defaultable bonds | 2013-10-30 | Paper |
Background filtrations and canonical loss processes for top-down models of portfolio credit risk | 2009-08-08 | Paper |
A market model for stochastic implied volatility | 2001-06-27 | Paper |
The Feedback Effect of Hedging in Illiquid Markets | 2000-10-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4389402 | 1999-11-08 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Philipp J. Schönbucher