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Researcher
Jan De Spiegeleer
- Disciplines:Probability theory, Statistics, Data mining, Natural language processing, Climate change, Financial economics
Affiliations
- Plasma-astrophysics (Division)
Member
From1 Oct 2018 → 30 Sep 2019 - Statistics and Risk (Division)
Member
From1 Jan 2010 → 30 Sep 2022
Projects
1 - 2 of 2
- Climate Risks: The True Price of CarbonFrom8 Jul 2022 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Theoretical and Practical Aspects of Advanced Risk Analytics in a Dynamic Insurance and Finance Environment.From1 Oct 2021 → TodayFunding: BOF - projects
Publications
1 - 10 of 24
- Machine learning for quantitative finance: fast derivative pricing, hedging and fitting(2018)
Authors: Jan De Spiegeleer, Sofie Reyners, Wim Schoutens
Pages: 1635 - 1643 - Contingent conversion convertible bond: New avenue to raise bank capital(2017)
Authors: Jan De Spiegeleer, Wim Schoutens
- CoCo bonds and implied CET1 volatility(2017)
Authors: Jan De Spiegeleer, Wim Schoutens
Pages: 813 - 824 - Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis(2016)
Authors: Jan Beirlant, Wim Schoutens, Jan De Spiegeleer, Tom Reynkens, Klaus Herrmann
Pages: 147 - 166 - The Impact of a New CoCo Issuance on the Price Performance of Outstanding CoCos(2016)
Authors: Jan De Spiegeleer, Wim Schoutens
Pages: 405 - 419Number of pages: 15 - Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis(2016)
Authors: Jan Beirlant, Wim Schoutens, Jan De Spiegeleer, Tom Reynkens, Klaus Herrmann, J Kallsen, A Papapantoleon
Pages: 147 - 166 - CoCo Bonds With Extension Risk(2014)
Authors: Jan De Spiegeleer, Wim Schoutens
Pages: 78 - 91 - Modeling Hybrids: Handling Credit(2014)
Authors: Jan De Spiegeleer, Wim Schoutens, Cynthia Van Hulle
Pages: 243 - 265Number of pages: 23 - Modeling Hybrids: An Introduction(2014)
Authors: Jan De Spiegeleer, Wim Schoutens, Cynthia Van Hulle
Pages: 139 - 157Number of pages: 19 - Bail-In Bonds(2014)
Authors: Jan De Spiegeleer, Wim Schoutens, Cynthia Van Hulle
Pages: 127 - 137Number of pages: 11