QUANTITATIVE TECHNIQUES
for Credit Derivatives

Lecturer

Professor Wim Schoutens is research Professor in financial engineering in the Department of Mathematics at the Catholic University of Leuven, Belgium. He has extensive practical experience of model implementation and is well known for his consulting work in the banking industry. Wim is also the author of Lévy Processes in Finance: Pricing Financial Derivatives and co-editor of Exotic Option Pricing and Advanced Lévy Models both published by Wiley.

His research interests cover all areas of financial mathematics, and recent publications cover jump driven credit models as well as equity models, model risks, hedging of exotics and multivariate financial modelling.