Philipp Schönbucher

Author

Philipp Schönbucher

Also Known As

P. Schonbucher, PHILIPP J. SCHÖNBUCHER, Philipp J. Schönbucher, Philipp Schönbucher, Sandmann, Klaus, Schönbucher, Philipp J.

Publications

2.1K

Citations

H-Index

Concepts

All Affiliations

Philipp Schönbucher is an author at ETH Zurich specializing in business, finance, and economics.

#	Concept	H-Index	Publications	Citations
1	Business	10	10	421
2	Finance	9	9	389
3	Management	7	7	333
4	Economics	7	7	343
5	Accounting	2	2	89

Philipp Schönbucher

Publications

Citations

H-Index

Page 1

	Year	Citations
Copula-Dependent Defaults in Intensity Models Philipp Schönbucher, Dirk Schubert SSRN Electronic Journal	2002	309
The Feedback Effect of Hedging in Illiquid Markets Paul Wilmott, Philipp Schönbucher SIAM Journal on Applied Mathematics Empirical FinanceDynamic Trading StrategiesFinancial MathematicsMarket MicrostructureComputational Finance	2000	159
Pricing Parisian Options Richard J. Haber, Philipp Schönbucher, Paul Wilmott	1999	74
Factor Models: Portfolio Credit Risks When Defaults are Correlated Philipp Schönbucher The Journal of Risk Finance Financial Risk ManagementFactor ModelsCredit RiskCredit ScorePortfolio Choice	2001	71
Taken to the Limit: Simple and Not-So-Simple Loan Loss Distributions Philipp Schönbucher SSRN Electronic Journal	2003	54
A Libor Market Model with Default Risk Philipp Schönbucher Econstor (Econstor) EconomicsOption PricingFinancial EconomicsAsset PricingTerm Structure Model	2000	51
A Libor Market Model with Default Risk Philipp Schönbucher SSRN Electronic Journal	2001	45
A Market Model for Stochastic Implied Volatility Philipp Schönbucher SSRN Electronic Journal	1999	42
Modelling Dynamic Portfolio Credit Risk Ebbe Rogge, Philipp Schönbucher SSRN Electronic Journal	2023	35
The valuation of a firm advertising optimally David Epstein, N. Mayor, Philipp Schönbucher, The Quarterly Review of Economics and Finance AdvertisingPricing PolicyMarket AnalysisManagementBusiness	1998	32

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