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De Spiegeleer, Jan's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,162 |
Total
Citations
6 |
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1.
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De Spiegeleer, Jan Jabre Capital Partners Schoutens, Wim KU Leuven - Department of Mathematics
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30 Mar 11
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Last Revised:
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24 Jun 11
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782
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CoCos, Contingent, Capital, Derivatives
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2.
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Corcuera, José Manuel University of Barcelona De Spiegeleer, Jan Jabre Capital Partners Ferreiro-Castilla, Albert Universidad Autonoma de Madrid Kyprianou, Andreas E. University of Bath Madan, Dilip B. University of Maryland - Robert H. Smith School of Business Schoutens, Wim KU Leuven - Department of Mathematics
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138
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1
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Wiener-Hopf factorization, Lévy processes, CoCo pricing, Monte-Carlo simulation
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De Spiegeleer, Jan Jabre Capital Partners Schoutens, Wim KU Leuven - Department of Mathematics
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128
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Contingent Capital, CoCo, Death Spiral
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4.
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Di Girolamo, Francesca Joint Research Centre, Italy Campolongo, Francesca Europoean Commission - Joint Reserach Centre De Spiegeleer, Jan Jabre Capital Partners Schoutens, Wim KU Leuven - Department of Mathematics
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114
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G13, G18, G21, C15
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5.
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De Spiegeleer, Jan Jabre Capital Partners Schoutens, Wim KU Leuven - Department of Mathematics
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0
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Records 1 -
5
of 5 matches
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