Access Statistics for Philipp Schönbucher

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Libor Market Model with Default Risk	0	0	0	854	0	2	4	2,815
A Tree Implementation of a Credit Spread Model for Credit Derivatives	0	0	0	732	0	0	0	1,572
An American in Paris	0	0	1	314	0	1	6	904
Background Filtrations andCanonical Loss Processes for Top-Down Models of Portfolio Credit Risk	0	0	0	79	0	0	1	192
Factor Models for Portofolio Credit Risk	0	1	9	667	0	3	18	1,470
Pricing Interest Rate-SensitiveCredit Portfolio Derivatives	0	0	0	0	0	2	2	8
Team Structure Modelling of Defaultable Bonds	0	0	0	1,003	0	0	0	2,819
The Valuation of a Firm Advertising Optimally	0	0	0	111	0	0	1	287
The Value of Market Research When a Firm is Learning: Real Option Pricing and Optimal Filtering	0	0	0	268	0	0	0	1,072
Total Working Papers	0	1	10	4,028	0	8	32	11,139

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Applied Computational Economics and Finance. Mario J. Miranda and Paul L. Fackler	1	1	4	315	1	2	7	779
Background filtrations and canonical loss processes for top-down models of portfolio credit risk	0	0	0	23	0	0	0	95
The valuation of a firm advertising optimally	0	0	0	38	0	0	0	143
Total Journal Articles	1	1	4	376	1	2	7	1,017

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2025-05-12