Wim Schoutens (Leuven, Belgium) is a research professor in financial engineering in 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 in the banking industry. Wim is the author of
Lévy Processes in Finance and co-editor of
Exotic Option Pricing and Advanced Lévy Models both published by Wiley. He teaches at 7city Learning and London Financial Studies. He is Managing Editor of the
International Journal of Theoretical and Applied Finance and Associate Editor of
Mathematical Finance and
Review of Derivatives Research.
Jessica Cariboni (Ispra, Italy) has a Ph D in applied statistics from the Catholic University of Leuven, Belgium. She was a junior quantitative analyst at Nextra Investment Management. She is currently a functionary of the European Commission and researcher at the European Commission DG-Joint Research Centre, Ispra, Italy. She is also co-author of the book Global Sensitivity Analysis: The Primer published by Wiley.
4 Електронні книги від Jessica Cariboni
Jessica Cariboni & Wim Schoutens: Levy Processes in Credit Risk
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) righ …
EPUB
Англійська
DRM
€81.99
Andrea Saltelli & Marco Ratto: Global Sensitivity Analysis
Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to c …
PDF
Англійська
DRM
€91.99
Jessica Cariboni & Wim Schoutens: Levy Processes in Credit Risk
This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) righ …
PDF
Англійська
DRM
€81.99
Ruud de Mooij & Gaetan Nicodeme: Taxation and Regulation of the Financial Sector
Analytical and empirical perspectives on the interplay of taxation and regulation in the financial sector.The global financial crisis has prompted economists to rethink fundamental questions on how g …
PDF
Англійська
DRM
€95.22