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Profile of Philipp J. Schonbucher

Biography

Prof. Philipp Schonbucher is assistant professor of Risk Management at the Department of Mathematics of the Swiss Federal Institute of Technology (ETH), Zurich. He holds degrees in mathematics (Oxford) and economics (Bonn) and a PhD in economics (Bonn).


His publications include papers on credit risk modelling, credit derivatives pricing, stochastic volatility modelling, option pricing in illiquid markets, real options and term structure models. His main area of research is credit risk modelling and credit derivatives pricing in which he has been active since 1996, he is consultant and professional trainer to a number of leading financial institutions.

Books by Philipp J. Schonbucher


Cover of Advances in Finance and Stochastics Advances in Finance and Stochastics
Essays in Honour of Dieter Sondermann
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Cover of Credit Derivatives Pricing Models Credit Derivatives Pricing Models
Models, Pricing & Implementation
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Cover of The Mathematics of Credit Derivatives The Mathematics of Credit Derivatives

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