Jan De Spiegeleer (Geneva, Switzerland) is Head of Risk
Management at Jabre Capital Partners, a Geneva-based hedge fund. He
developed 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.
Prior to his financial career, Jan worked for ten years as an
officer in the Belgian Army, and served in Iraq.
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 to the banking industry and other institutions. Wim
is the author of Lévy Processes in Finance and
Lévy Processes in Credit Risk, and co-editor of
Exotic Option Pricing and Advanced Lévy Models all
published by John Wiley and Sons. 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.
5 Ebooks bởi Jan De Spiegeleer
Jan De Spiegeleer & Wim Schoutens: The Handbook of Convertible Bonds
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 …
PDF
Anh
DRM
€76.99
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 …
PDF
Anh
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 …
EPUB
Anh
DRM
€63.99
Jan De Spiegeleer & Wim Schoutens: The Handbook of Convertible Bonds
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 …
EPUB
Anh
DRM
€76.99
Jan De Spiegeleer & Ine Marquet: The Risk Management of Contingent Convertible (CoCo) Bonds
This book provides an overview of the risk components of Co Co bonds. Co Cos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance o …
PDF
Anh
€69.54