Concepedia

Philipp Schönbucher

PS

19

Publications

1K

Citations

16

H-Index

1998

Active since

Affiliations

ETH Zurich(Current)

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

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Publications per year

1998–2023

19

Publications

19

Copula-Dependent Defaults in Intensity Models

Philipp Schönbucher, Dirk Schubert · SSRN Electronic Journal · 2002 · 309 citations · Full text

The Feedback Effect of Hedging in Illiquid Markets

Paul Wilmott, Philipp Schönbucher · SIAM Journal on Applied Mathematics · 2000 · 159 citations

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Pricing Parisian Options

Richard J. Haber, Philipp Schönbucher, Paul Wilmott · 1999 · 74 citations

Factor Models: Portfolio Credit Risks When Defaults are Correlated

Philipp Schönbucher · The Journal of Risk Finance · 2001 · 71 citations

, , +16

Taken to the Limit: Simple and Not-So-Simple Loan Loss Distributions

Philipp Schönbucher · SSRN Electronic Journal · 2003 · 54 citations · Full text

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