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Information about:
Hugues E. Pirotte Speder

Personal Details | Affiliation | Works
This is information that was supplied by Hugues Pirotte Speder in registering through RePEc. If you are Hugues E. Pirotte Speder , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Hugues
Middle Name: E.
Last Name: Pirotte Speder
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RePEc Short-ID: ppi128

Email:
Homepage: http://www.solvay.edu/cours/pirotte
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Hughes Pirotte & Mathias Schmit & Céline Vaessen, 2004. "Credit Risk Mitigation Evidence in Auto Leases: LGD and Residual Value Risk," Working Papers CEB 04-008.RS, Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB). [Downloadable!]

  2. Hugues Pirotte, 1999. "Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates," Working Papers CEB 99-001.RS, Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB). [Downloadable!]

  3. Hugues Pirotte, 1999. "A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design," Working Papers CEB 99-002.RS, Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB). [Downloadable!]

  4. Hugues Pirotte & Didier Cossin, 1998. "How Well Do Classical Credit Risk Pricing Models Fit Swap Transaction Data?," Working Papers CEB 98-001.RS, Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB). [Downloadable!]

  5. Hugues Pirotte & Didier Cossin, 1997. "Swap Credit Risk: An Empirical Investigation on Transaction Data," Working Papers CEB 97-001.RS, Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB). [Downloadable!]
    Published as:

Articles

  1. Hugues Pirotte & Céline Vaessen, 2008. "Residual value risk in the leasing industry: A European case," European Journal of Finance, Taylor and Francis Journals, vol. 14(2), pages 157-177. [Downloadable!] (restricted)

  2. Cossin, Didier & Pirotte, Hugues, 1997. "Swap credit risk: An empirical investigation on transaction data," Journal of Banking & Finance, Elsevier, vol. 21(10), pages 1351-1373, October. [Downloadable!] (restricted)
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This page was last updated on 2008-5-14.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.