Schonbucher, Philipp
From Wilmott Wiki
Philipp Schonbucher is Assistant Professor for Quantitative Methods of Risk Management in the Departement of Mathematics at ETH Zürich.
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Research interests
- Derivatives Pricing and Hedging
- Financial Markets
- Mathematical Finance
- Credit Risk and Credit Derivatives
- Stochastic Volatility
- Term Structure of Interest-Rate modelling
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Book
- Credit Derivatives Pricing Models: Models, Pricing, Implementation, Wiley Finance, 2007 Available here
