Wim Schoutens

This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name …

Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of t…

This is a complete guide to the pricing and risk management of convertible bond portfolios. Convertible bonds can be complex because they have both eq…