# Schonbucher, Philipp

From Wilmott Wiki

**Philipp Schonbucher** is Assistant Professor for Quantitative Methods of Risk Management in the Departement of Mathematics at ETH Zürich.

## Research interests

- Derivatives Pricing and Hedging
- Financial Markets
- Mathematical Finance
- Credit Risk and Credit Derivatives
- Stochastic Volatility
- Term Structure of Interest-Rate modelling

## Book

*Credit Derivatives Pricing Models: Models, Pricing, Implementation*, Wiley Finance, 2007 Available here