Browsing by Author SCHOUTENS Wim

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Showing results 1 to 10 of 10
Publication YearJRC Publication N°TitleAuthor(s), Editor(s), Other Contributor(s)Publication Type
2011JRC66011Applying credit risk techniques to evaluate the adequacy of deposit guarantee schemes' fundMACCAFERRI SARA; CARIBONI Jessica; SCHOUTENS WimContributions to Conferences
2013JRC84740Global Structured Finance RatingDI GIROLAMO Francesca; JOENSSON BENGT HENRIK BREDVAD; CAMPOLONGO Francesca; SCHOUTENS WimArticles in books
2005JRC28419The Importance of Jumps in Pricing European Options.CAMPOLONGO Francesca; CARIBONI Jessica; SCHOUTENS WimArticles in Journals
2009JRC50144Jumps in Intensity Models: Investigating the Performance of Ornstein-Uhlenbeck Processes in Credit Risk ModelingCARIBONI Jessica; SCHOUTENS WimArticles in Journals
2009JRC50078Levy Processes in Credit RiskSCHOUTENS Wim; CARIBONI JessicaBooks
2006JRC33127Ornstein-Uhlenbeck Models for Credit RiskCARIBONI Jessica; SCHOUTENS WimContributions to Conferences
2008JRC48827An overview of Portfolio Insurances: CPPI and CPDOJOOSSENS Elisabeth; SCHOUTENS WimEUR - Scientific and Technical Research Reports
2010JRC57798Portfolio Insurances, CPPI and CPDO, truth or illusion?JOOSSENS Elisabeth; SCHOUTENS WimArticles in books
2013JRC75172Quantitative Assessment of Securitisation DealsCAMPOLONGO Francesca; JOENSSON BENGT HENRIK BREDVAD; SCHOUTENS WimBooks
2011JRC66067Sensitivity analysis and global rating for ABSsDI GIROLAMO FRANCESCA; CAMPOLONGO Francesca; JONSSON Henrik; SCHOUTENS WimContributions to Conferences