Access Statistics for Philipp Schönbucher

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 3 2,815
A Tree Implementation of a Credit Spread Model for Credit Derivatives 0 0 1 733 0 1 2 1,574
An American in Paris 0 0 1 314 0 0 5 904
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 2 4 8 672 3 5 18 1,477
Pricing Interest Rate-SensitiveCredit Portfolio Derivatives 0 0 0 0 0 0 2 8
Team Structure Modelling of Defaultable Bonds 0 0 0 1,003 0 0 1 2,820
The Valuation of a Firm Advertising Optimally 0 0 0 111 1 2 3 289
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 2 4 10 4,034 4 8 35 11,151


Journal Article File Downloads Abstract Views
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 0 0 4 315 0 0 6 779
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 1 1 144
Total Journal Articles 0 0 4 376 0 1 7 1,018


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Making Data Pay 0 0 0 0 0 0 3 6
Total Chapters 0 0 0 0 0 0 3 6


Statistics updated 2025-09-05