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Hugues E. Pirotte Speder

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Personal Details

First Name:Hugues
Middle Name:E.
Last Name:Pirotte Speder
Suffix:
RePEc Short-ID:ppi128
Email:
Homepage:http://www.solvay.edu/cours/pirotte
Postal Address:
Phone:
(in no particular order)
Location: Bruxelles, Belgium
Homepage: http://www.solvay.edu/centre-emile-bernheim
Email:
Phone: +32 (0)2 650.48.64
Fax: +32 (0)2 650.41.88
Postal: CP114/03, 42 avenue F.D. Roosevelt, 1050 Bruxelles
Handle: RePEc:edi:cebulbe (more details at EDIRC)
Location: Luxembourg, Luxembourg
Homepage: http://fdef.uni.lu/
Email:
Phone: 46.66.44-202
Fax: 46.66.44-203
Postal: Campus Limpertsberg, Bâtiment Central 162a, avenue de la Faïencerie, L-1511 LUXEMBOURG
Handle: 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. Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2008. "Sector classification through non-Gaussian similarity," Working Papers CEB 08-032.RS, ULB -- Universite Libre de Bruxelles.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  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. 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.
  3. 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.
  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.
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2008-10-28. Author is listed
  2. NEP-FMK: Financial Markets (1) 2011-10-01. Author is listed
  3. NEP-REG: Regulation (1) 2008-06-27. Author is listed
  4. NEP-RMG: Risk Management (1) 2008-10-28. Author is listed

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