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Details about Philipp Schönbucher

E-mail:
Homepage:http://www.schonbucher.de
Postal address:Department of Mathematics ETH Zürich Rämistrasse 101 CH-8092 Zürich Switzerland
Workplace:Wirtschaftswissenschaftlicher Fachbereich (Economics Department), Rheinische Friedrich-Wilhelms-Universität Bonn (University of Bonn), (more information at EDIRC)
Financial and Insurance Mathematics, Eidgenössische Technische Hochschule Zürich (ETHZ) (Federal Institute of Technology Zurich), (more information at EDIRC)

Access statistics for papers by Philipp Schönbucher.

Last updated 2009-08-19. Update your information in the RePEc Author Service.

Short-id: psc6


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Working Papers

2007

  1. Background Filtrations andCanonical Loss Processes for Top-Down Models of Portfolio Credit Risk
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (1)
    See also Journal Article in Finance and Stochastics (2009)

1999

  1. An American in Paris
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (1)
  2. The Valuation of a Firm Advertising Optimally
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (1)
    See also Journal Article in The Quarterly Review of Economics and Finance (1998)
  3. The Value of Market Research When a Firm is Learning: Real Option Pricing and Optimal Filtering
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads View citations (3)

1997

  1. Team Structure Modelling of Defaultable Bonds
    FMG Discussion Papers, Financial Markets Group Downloads View citations (18)

Journal Articles

2009

  1. Background filtrations and canonical loss processes for top-down models of portfolio credit risk
    Finance and Stochastics, 2009, 13, (1), 79-103 Downloads View citations (6)
    See also Working Paper (2007)

2004

  1. Applied Computational Economics and Finance. Mario J. Miranda and Paul L. Fackler
    Journal of the American Statistical Association, 2004, 99, 565-566 Downloads

1998

  1. The valuation of a firm advertising optimally
    The Quarterly Review of Economics and Finance, 1998, 38, (2), 149-166 Downloads View citations (6)
    See also Working Paper (1999)
 
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