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 1 1 4 2,814
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 1 3 6 904
Background Filtrations andCanonical Loss Processes for Top-Down Models of Portfolio Credit Risk 0 0 0 79 0 1 1 192
Factor Models for Portofolio Credit Risk 1 3 14 667 2 8 26 1,469
Pricing Interest Rate-SensitiveCredit Portfolio Derivatives 0 0 0 0 0 0 0 6
Team Structure Modelling of Defaultable Bonds 0 0 1 1,003 0 0 2 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 1 3 16 4,028 4 13 40 11,135


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 3 4 314 1 5 8 778
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 0 3 4 375 1 5 8 1,016


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 1 2 5
Total Chapters 0 0 0 0 0 1 2 5


Statistics updated 2025-03-03