Schonbucher, Philipp

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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