Concepedia

Jan De Spiegeleer

JD

13

Publications

518

Citations

13

H-Index

2011

Active since

Affiliations

KU Leuven(Current)

University of Bath

Universitat de Barcelona

Jan De Spiegeleer is an author at KU Leuven specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingAccountingManagementEngineeringDynamic PricingRisk ManagementFinancial CrisisCapital Structure

Publications per year

2011–2021

13

Publications

13

Machine learning for quantitative finance: fast derivative pricing, hedging and fitting

Jan De Spiegeleer, Dilip B. Madan, Sofie Reyners et al. · Quantitative Finance · 2018 · 143 citations · Full text

Bayesian Decision Theory, Engineering, Machine Learning +18

Pricing Contingent Convertibles: <i>A Derivatives Approach</i>

Jan De Spiegeleer, Wim Schoutens · The Journal of Derivatives · 2012 · 75 citations

Contingent Convertibles, Economics, Dynamic Pricing +15

ESG: a new dimension in portfolio allocation

Jan De Spiegeleer, Stephan Höcht, Daniel Jakubowski et al. · Journal of Sustainable Finance & Investment · 2021 · 58 citations · Full text

Esg Portfolios, Asset Allocation, Portfolio Management +17

Pricing Contingent Convertibles: A Derivatives Approach

Jan De Spiegeleer, Wim Schoutens · SSRN Electronic Journal · 2011 · 42 citations · Full text

Close form pricing formulas for Coupon Cancellable CoCos

José Manuel Corcuera, Jan De Spiegeleer, José Fajardo et al. · Journal of Banking & Finance · 2014 · 38 citations

Mathematical Programming, Coupon Cancellable Cocos, Dynamic Pricing +1

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