Concepedia
Statistics
Publications
6
Citations
116
H-Index
Active since
2004
Affiliations
Barclays (United Kingdom)(Current)
European Investment Bank
Søren Willemann is an author at Barclays (United Kingdom) specializing in economics, finance, and business.
Publications per year
2004–2011
Reforming Housing Finance - Perspectives from Denmark
Mikkel Svenstrup, Søren Willemann · SSRN Electronic Journal · 2004 · 30 citations · Full text
Business, Economics, Finance +17
Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models
Michael B. Gordy, Søren Willemann · Management Science · 2011 · 30 citations
Management, Finance, Risk Management +17
An evaluation of the base correlation framework for synthetic CDOs
Søren Willemann · The Journal of Credit Risk · 2005 · 20 citations
Business, Economics, Finance +16
Fitting the CDO correlation skew: a tractable structural jump-diffusion model
Søren Willemann · The Journal of Credit Risk · 2007 · 15 citations
Business, Economics, Finance +14
Reforming Housing Finance: Perspectives from Denmark
Mikkel Svenstrup, Søren Willemann · Journal of Real Estate Research · 2006 · 11 citations
Business, Economics, Real Estate +17
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