Philipp J. Schonbucher
Biography
Prof. Philipp Schonbucher is assistant professor of Risk Management at the Department of Mathematics of the
Swiss Federal Institute of Technology (ETH), Zurich. He holds degrees in mathematics (Oxford) and economics (Bonn) and a PhD in economics (Bonn).
His publications include papers on credit risk modelling, credit derivatives pricing, stochastic volatility modelling, option pricing in illiquid markets, real options and term structure models. His main area of research is credit risk modelling and credit derivatives pricing in which he has been active since 1996, he is consultant and professional trainer to a number of leading financial institutions.
Books by Philipp J. Schonbucher
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Advances in Finance and Stochastics
Essays in Honour of Dieter Sondermann
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published: 2003
Edition: New title
Format:Hardback
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| Our price £56.04 |
Normal price £58.99 |
You save £2.95 (5%) |
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Credit Derivatives Pricing Models
Models, Pricing and Implementation
Publisher: John Wiley & Sons Ltd
Published: 2003
Edition: illustrated edition
Format:Hb
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| Our price £66.50 |
Normal price £95.00 |
You save £28.50 (30%) |
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The Mathematics of Credit Derivatives
Publisher: World Business Strategies
Published: 2003
Format:DVD
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