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Paul Schneider

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Personal Details

First Name:Paul
Middle Name:
Last Name:Schneider
RePEc Short-ID:psc156
Postal Address:
Location: Coventry, United Kingdom
Phone: +44 (0)24 7652 4306
Fax: +44 (0)24 7652 3719
Postal: +44 (0)24 7652 4306
Handle: RePEc:edi:afwbsuk (more details at EDIRC)
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  1. Damir Filipovi\'c & Eberhard Mayerhofer & Paul Schneider, 2011. "Density Approximations for Multivariate Affine Jump-Diffusion Processes," Papers 1104.5326,, revised Oct 2011.
  2. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
  3. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
  4. Aleksandar Mijatovic & Paul Schneider, 2009. "Empirical asset pricing with nonlinear risk premia," Papers 0911.0928,
  5. Georg Mosburger & Paul Schneider, 2005. "Modelling International Bond Markets with Affine Term Structure Models," Finance 0509003, EconWPA.
  1. Schneider, Paul & Sögner, Leopold & Veža, Tanja, 2011. "The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(06), pages 1517-1547, January.
  2. Osnat Stramer & Matthew Bognar & Paul Schneider, 2010. "Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(4), pages 450-480, Fall.
  3. Gregor Dorfleitner & Paul Schneider & Kurt Hawlitschek & Arne Buch, 2008. "Pricing options with Green's functions when volatility, interest rate and barriers depend on time," Quantitative Finance, Taylor & Francis Journals, vol. 8(2), pages 119-133.
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2011-08-09
  2. NEP-FIN: Finance (1) 2005-11-09
  3. NEP-FMK: Financial Markets (1) 2005-11-09
  4. NEP-IFN: International Finance (3) 2005-11-09 2010-03-28 2011-08-09. Author is listed
  5. NEP-MAC: Macroeconomics (3) 2005-11-09 2010-03-28 2011-08-09. Author is listed
  6. NEP-MON: Monetary Economics (1) 2011-08-09
  7. NEP-OPM: Open Economy Macroeconomics (2) 2010-03-28 2011-08-09. Author is listed
  8. NEP-RMG: Risk Management (2) 2010-02-05 2011-05-07. Author is listed
  9. NEP-UPT: Utility Models & Prospect Theory (3) 2010-02-05 2010-03-28 2011-08-09. Author is listed

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