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Hugues E. Pirotte Speder

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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Hugues
Middle Name:E.
Last Name:Pirotte Speder
RePEc Short-ID:ppi128
(in no particular order)
Luxembourg, Luxembourg

Campus Limpertsberg, Bâtiment Central 162a, avenue de la Faïencerie, L-1511 LUXEMBOURG
RePEc:edi:ddsculu (more details at EDIRC)
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  1. Benoît Dewaele & Hugues Pirotte & N. Tuchschmid & E. Wallerstein, 2011. "Assessing the Performance of Funds of Hedge Funds," Working Papers CEB 11-041, ULB -- Universite Libre de Bruxelles.
  2. Marc Peters & Hugues Pirotte, 2008. "Comment on the proposed CRD amendment on significant risk transfer," Working Papers CEB 08-021.RS, ULB -- Universite Libre de Bruxelles.
  3. Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2008. "Sector classification through non-Gaussian similarity," Working Papers CEB 08-032.RS, ULB -- Universite Libre de Bruxelles.
  4. Hugues Pirotte & Céline Vaessen, 2008. "Residual value risk in the leasing industry: A European case," ULB Institutional Repository 2013/14303, ULB -- Universite Libre de Bruxelles.
  5. Hugues Pirotte, 2004. "Credit risk appraisal: from the firm structural approach to modern probabilistic methodologies," ULB Institutional Repository 2013/14441, ULB -- Universite Libre de Bruxelles.
  6. Hugues Pirotte & Mathias Schmit & Céline Vaessen, 2004. "Credit risk mitigation evidence in auto leases: LGD and residual value risk," Working Papers CEB 04-008.RS, ULB -- Universite Libre de Bruxelles.
  7. Hugues Pirotte, 1999. "Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates," Working Papers CEB 99-001.RS, ULB -- Universite Libre de Bruxelles.
  8. 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, ULB -- Universite Libre de Bruxelles.
  9. Hugues Pirotte & Didier Cossin, 1997. "Swap Credit Risk: An Empirical Investigation on Transaction Data," Working Papers CEB 97-001, ULB -- Universite Libre de Bruxelles.
  1. Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David, 2011. "Market liquidity as dynamic factors," Journal of Econometrics, Elsevier, vol. 163(1), pages 42-50, July.
  2. M. Vermorken & A. Szafarz & H. Pirotte, 2010. "Sector classification through non-Gaussian similarity," Applied Financial Economics, Taylor & Francis Journals, vol. 20(11), pages 861-878.
  3. Hugues Pirotte, 2010. "Le rôle des produits dérivés face au risque systémique," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(1), pages 11-22.
  4. Hugues Pirotte & Celine Vaessen, 2008. "Residual value risk in the leasing industry: A European case," The European Journal of Finance, Taylor & Francis Journals, vol. 14(2), pages 157-177.
  5. Didier Cossin & Hugues Pirotte, 1998. "How well do classical credit risk pricing models fit swap transaction data?," European Financial Management, European Financial Management Association, vol. 4(1), pages 65-77.
  6. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2008-10-28
  2. NEP-FMK: Financial Markets (1) 2011-10-01
  3. NEP-REG: Regulation (1) 2008-06-27
  4. NEP-RMG: Risk Management (1) 2008-10-28

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