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Jan De Spiegeleer · Study
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Author
Jan De Spiegeleer
9 works
· latest 2021
· 1 institutions
cluster: provisional
ORCID 0000-0002-2342-4442
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Citations
486
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Most cited in this library
Machine Learning for Quantitative Finance: Fast Derivative Pricing, Hedging and Fitting
2018 · 158 citations
Pricing Contingent Convertibles: A Derivatives Approach
2012 · 72 citations
ESG: A New Dimension in Portfolio Allocation
2020 · 67 citations
Pricing Contingent Convertibles: A Derivatives Approach
2012 · 39 citations
The Handbook of Hybrid Securities
2014 · 38 citations
Works
9 shown
Implied Tail Risk and ESG Ratings
Mathematics
·
2021
·
3 authors
·
Open access
24
citations
ESG: A New Dimension in Portfolio Allocation
Journal of Sustainable Finance & Investment
·
2020
·
5 authors
·
Open access
67
citations
Machine Learning for Quantitative Finance: Fast Derivative Pricing, Hedging and Fitting
Quantitative Finance
·
2018
·
4 authors
·
Open access
158
citations
The Handbook of Hybrid Securities
Wiley eBooks
·
2014
·
3 authors
·
book
38
citations
Close form pricing formulas for Coupon Cancellable CoCos
Journal of Banking & Finance
·
2014
·
5 authors
36
citations
Pricing of contingent convertibles under smile conform models
The Journal of Credit Risk
·
2013
·
6 authors
27
citations
Multiple Trigger CoCos: Contingent Debt Without Death Spiral Risk
Financial Markets Institutions and Instruments
·
2013
·
2 authors
25
citations
Pricing Contingent Convertibles: A Derivatives Approach
The Journal of Derivatives
·
2012
·
2 authors
72
citations
Pricing Contingent Convertibles: A Derivatives Approach
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
39
citations