Wim Schoutens

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…

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