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Researcher
Wim Schoutens
- Disciplines:Applied mathematics in specific fields, Statistics and numerical methods, Computer architecture and networks, Distributed computing, Information sciences, Information systems, Programming languages, Scientific computing, Theoretical computer science, Visual computing, Other information and computing sciences
Affiliations
- Statistics and Risk (Division)
Responsible
From1 Jan 2018 → Today - Statistics and Risk (Division)
Member
From1 Oct 1999 → Today
Projects
1 - 10 of 13
- Resolving Market Uncertainty: Cross-sectional Estimates of Asset ReturnsFrom21 Nov 2023 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- ESG Risk Management: A Dependency Modelling PerspectiveFrom13 Sep 2022 → TodayFunding: Baekeland
- Climate Risks: The True Price of CarbonFrom8 Jul 2022 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Mathematics of random complex systems: theory, computation and applications (UNA-Random)From1 Jan 2022 → 31 Dec 2022Funding: 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
- Modern contributions in quantitative finance: on derivatives pricing and sustainable capitalFrom1 Sep 2019 → 13 Oct 2023Funding: BOF - doctoral mandates
- Data applications in quantitative financeFrom1 Oct 2017 → 1 Oct 2021Funding: BOF - doctoral mandates, BOF - Doctoral projects
- Measuring diversity and systematic risk from derivative market data and mapping to real-world probability statementsFrom1 Jan 2017 → 31 Dec 2020Funding: FWO research project (including WEAVE projects)
- The Risk Management of Contingent Convertible (CoCo) BondsFrom1 Oct 2014 → 1 Dec 2017Funding: Own budget, for example: patrimony, inscription fees, gifts
- The relationship between the physical and pricing measure in credit marketsFrom1 Feb 2014 → 19 Apr 2017Funding: Own budget, for example: patrimony, inscription fees, gifts
Publications
1 - 10 of 121
- Modern contributions in quantitative finance: on derivatives pricing and sustainable capital(2023)
Authors: Eva Verschueren, Katrien Antonio, Wim Schoutens
- Now decision theory(2023)
Authors: Wim Schoutens
Pages: 391 - 416 - ESG: a new dimension in portfolio allocation(2023)
Authors: Sofie Reyners, Wim Schoutens
Pages: 827 - 867 - Modeling the bid and ask prices of options(2023)
Authors: Wim Schoutens
Pages: 1 - 36 - Towards Data-Driven Volatility Modeling with Variational Autoencoders(2023)
Authors: Thomas Dierckx, Jesse Davis, Wim Schoutens
Pages: 97 - 111Number of pages: 15 - Performance of advanced stock price models when it becomes exotic: an empirical study(2022)
Authors: Wim Schoutens
Pages: 109 - 119 - Nonlinear Valuation and Non-Gaussian Risks in Finance(2022)
Authors: Wim Schoutens
- It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling(2021)
Authors: Wim Schoutens, Eva Verschueren
- Data applications in quantitative finance(2021)
Authors: Sofie Reyners, Wim Schoutens, Tim Verdonck
- Implied Tail Risk and ESG Ratings(2021)
Authors: Jingyan Zhang, Wim Schoutens