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Jan De Spiegeleer

Dr Jan De Spiegeleer is a co-Founder of RiskConcile a risk management advisory firm based in Lausanne. From 2007 till 2015 he was the head of risk management at Jabre Capital Partners, a Geneva-based hedge fund.

Jan gained extensive knowledge of derivatives pricing, hedging and trading while working for KBC Financial Products in London, where he was managing director of the equity derivatives desk. He also ran his own market neutral statistical arbitrage hedge fund (EQM Europe) after founding Erasmus Capital in 2004.

Jan holds a Masters Degree in Civil Engineering (Royal Military Academy- Brussels - Polytechnic Division – 1988), an MBA (KU Leuven – 1994) and a PhD in mathematics (KU Leuven – 2013).

Wim Schoutens

Prof 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. He is also co-author of "The Handbook of Convertible Bonds" and "The Handbook of Hybrid Securities" (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.

Wim is also an independent expert advisor to the European Commission (DG-Competition) on “State aid assessment of valuation of impaired assets and of asset relief measures” and is a Managing Editor of the International Journal of Theoretical and Applied Finance and Associate Editor of Mathematical Finance and Review of Derivatives Research.


Wiley Finance Published Author.

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