This is my private website. Content on this page reflect my own personal views and do not necessarily coincide with the opinion of my current or former employers.
What's new:
I am co-editor / co-author of a new book on active credit portfolio management with a focus on illiquid credit risks, published by RISK in association with Credit Suisse; click the link to see a preview.
The second edition of our first book on credit risk modeling will be published by the end of 2008. In addition, a Japanese translation of this book is now available; see also here.
By clicking the buttons at the top of this website you can browse through my papers, books and conference slides. If you want to contact me please do not hesitate to send me an email.
Example: A taxonomy of credit risk measurement
