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Hugues E. Pirotte Speder
Hugues E. Pirotte Speder
Professor of Finance, Research Center E. Bernheim, Solvay BS, Université Libre de Bruxelles
Verified email at ulb.be
Title
Cited by
Cited by
Year
Advanced credit risk analysis: financial approaches and mathematical models to assess, price, and manage credit risk
D Cossin, H Pirotte
John Wiley & Sons Incorporated, 2001
2282001
Default cascades in complex networks: Topology and systemic risk
T Roukny, H Bersini, H Pirotte, G Caldarelli, S Battiston
Scientific reports 3 (1), 2759, 2013
2042013
Swap credit risk: An empirical investigation on transaction data
D Cossin, H Pirotte
Journal of Banking & Finance 21 (10), 1351-1373, 1997
621997
Market liquidity as dynamic factors
M Hallin, C Mathias, H Pirotte, D Veredas
Journal of econometrics 163 (1), 42-50, 2011
402011
Residual value risk in the leasing industry: A European case
H Pirotte, C Vaessen
European Journal of Finance 14 (2), 157-177, 2008
192008
The best of Wilmott 1: Incorporating the quantitative finance review
P Wilmott
John Wiley & Sons, 2005
182005
How well do classical credit risk pricing models fit swap transaction data?
D Cossin, H Pirotte
European Financial Management 4 (1), 65-77, 1998
171998
Sector classification through non-Gaussian similarity
M Vermorken, A Szafarz, H Pirotte
Applied Financial Economics 20 (11), 861-878, 2010
142010
Finance
A Farber, MP Laurent, K Oosterlinck, H Pirotte
Pearson, 2011
122011
Finance Corporate (7ème édition)
S Ross, R Westerfield, J Jaffe
Dunod, Paris, France, 2005
122005
Assessing the performance of funds of hedge funds
B Dewaele, H Pirotte, N Tuchschmid, E Wallerstein
Midwest Finance Association 2012 Annual Meetings Paper, 2011
92011
高级信用风险分析
迪迪埃, 科森, 于格, 皮罗特, 殷剑锋, 王唯翔, 程炼
北京: 机械工业出版社, 2005
82005
Credit risk mitigation evidence in auto leases: LGD and residual value risk
H Pirotte, M Schmit, C Vaessen
Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim …, 2004
72004
Finance, Collection Synthex
A Farber, MP Laurent, K Oosterlinck, H Pirotte
Pearson Education, ISBN13, 2004
62004
Does Manager Offshore Experience Count in the Alternative UCITS Universe?
NSTS Benoît Dewaele, Iliya Markov, Hugues Pirotte
The Journal of Alternative Investments 16 (1 (Summer 2013)), pp. 72-85, 2013
5*2013
Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk
H Pirotte, D Cossin
ULB Institutional Repository, 2000
52000
Les agences de notation financière
MB Colmant, E De Callataÿ, X Dieux, B Frydman, JM Gollier, A Hublet, ...
Primento, 2013
42013
A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design
H Pirotte
Université de Lausanne Ecole des hautes études commerciales IGBF/IBFM, 1999
41999
Unveiling sovereign effects in European banks CDS spreads variations
M Peters, H Pirotte
Available at SSRN 2474159, 2015
32015
Revisiting private equity performance computation for multi-asset investors
E Nouvellon, H Pirotte
Journal of Asset Management 20, 421-432, 2019
22019
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