Autor: Cynthia Van Hulle

Ajutor
Jan De Spiegeleer (Geneva, Switzerland) is head of risk management at Jabre Capital Partners, a Geneva-based hedge fund. He earned an extensive knowledge of derivatives pricing, hedging and trading while working for KBC Financial Products in London, where he was managing director of the equity derivatives desk. He also ran his own market neutral statistical arbitrage hedge fund (EQM Europe) after founding Erasmus capital in 2004. Prior to this financial career, Jan served ten years in the Belgian Army as an Officer. With Wim Schoutens he co-authored the Handbook of Convertible Bonds published by Wiley. Cynthia Van Hulle (Leuven, Belgium) is a full professor of Finance at the Department of Accounting, Finance and Insurance of the Faculty of Economics and Business at the Catholic University of Leuven. Over the last 20 years she has acquired extensive practical experience through her board memberships in the financial sector and organization of in-company training programs. She has published considerably in scientific journals a.o. Journal of Banking and Finance, Journal of Finance, Journal of Corporate Finance, European Financial Management, Journal of Business Research, Journal of Business, Finance and Accounting, Small Business Economics. She also held the Francqui-chair and is co-author of several books in corporate finance. Wim Schoutens (Leuven, Belgium) is a research professor in financial engineering at the Department of Mathematics at the Catholic University of 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. In particular, he is an independent expert advisor to the European Commission (DG-COMP) on impaired assets and asset relief measures and has assessed in that position more than EUR 1 trillion of assets; in particular he was one of the main expert advisors for the stress test on the Spanish banks and the related bailouts. Wim is also the author of several books including Contingent Convertibles (Co Cos): Structure and Pricing, the first book ever on Contingent Capital and Co Co bonds (written together with Jan De Spiegeleer). He is Managing Editor of the International Journal of Theoretical and Applied Finance and Associate Editor of Mathematical Finance, Quantitative Finance and Review of Derivatives Research. Finally, he is member of the Belgium CPI commission and independent director of the Board of Assénagon Asset Management S.A.




2 Ebooks de Cynthia Van Hulle

Cynthia Van Hulle & Jan De Spiegeleer: 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 ( …
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DRM
€63.99
Cynthia Van Hulle & Jan De Spiegeleer: 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 ( …
EPUB
Engleză
DRM
€63.99