JRC Publications Repository

JRC Publications Repository >

Browsing by Author SCHOUTENS Wim

Sort by: In order: Results/Page Authors/Record:
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, et alArticles in Journals
2009Levy Processes in Credit RiskSCHOUTENS Wim, et alBooks
2006Ornstein-Uhlenbeck Models for Credit RiskCARIBONI Jessica, et alContributions to Conferences
2008An overview of Portfolio Insurances: CPPI and CPDOJOOSSENS Elisabeth, et alEUR - Scientific and Technical Research Reports
2010Portfolio Insurances, CPPI and CPDO, truth or illusion?JOOSSENS Elisabeth, et alArticles in books
2013Quantitative Assessment of Securitisation DealsCAMPOLONGO Francesca, et alBooks
2011Sensitivity analysis and global rating for ABSsDI GIROLAMO FRANCESCA, et alContributions 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.
Powered by DSpace
Top