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Browsing by Author SCHOUTENS Wim

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Showing results 1 to 11 of 11
Publication YearTitleAuthor(s), Editor(s), Other Contributor(s)Publication Type
2011Applying credit risk techniques to evaluate the adequacy of deposit guarantee schemes' fundMACCAFERRI SARA; CARIBONI Jessica; SCHOUTENS WimContributions to Conferences
2013Global Structured Finance RatingDI GIROLAMO Francesca; JOENSSON BENGT HENRIK BREDVAD; CAMPOLONGO Francesca; SCHOUTENS WimArticles in books
2006The Importance of Jumps in Pricing European OptionsCAMPOLONGO FRANCESCA; CARIBONI Jessica; SCHOUTENS WIMArticles in Journals
2005The Importance of Jumps in Pricing European Options.CAMPOLONGO Francesca; CARIBONI Jessica; SCHOUTENS WimArticles in Journals
2009Jumps in Intensity Models: Investigating the Performance of Ornstein-Uhlenbeck Processes in Credit Risk ModelingCARIBONI Jessica; SCHOUTENS WimArticles in Journals
2009Levy Processes in Credit RiskSCHOUTENS Wim; CARIBONI JessicaBooks
2006Ornstein-Uhlenbeck Models for Credit RiskCARIBONI Jessica; SCHOUTENS WimContributions to Conferences
2008An overview of Portfolio Insurances: CPPI and CPDOJOOSSENS Elisabeth; SCHOUTENS WimEUR - Scientific and Technical Research Reports
2010Portfolio Insurances, CPPI and CPDO, truth or illusion?JOOSSENS Elisabeth; SCHOUTENS WimArticles in books
2013Quantitative Assessment of Securitisation DealsCAMPOLONGO Francesca; JOENSSON BENGT HENRIK BREDVAD; SCHOUTENS WimBooks
2011Sensitivity analysis and global rating for ABSsDI GIROLAMO FRANCESCA; CAMPOLONGO Francesca; JONSSON Henrik; SCHOUTENS WimContributions to Conferences
Showing results 1 to 11 of 11

 

The mission of the JRC is to provide customer-driven scientific and technical support for the conception, development, implementation and monitoring of EU policies. As a service of the European Commission, the JRC functions as a reference centre of science and technology for the Union. Close to the policy-making process, it serves the common interest of the Member States, while being independent of special interests, whether private or national.
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