The Art of Credit Derivatives: Demystifying the Black Swan
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Other Available Formats: Hardcover
Serge Goossens is a senior quantitative analyst working on credit derivatives and correlation modelling in the Front Office of Dexia Bank. He has a vast experience with credit derivative instruments, both rating and pricing for hedging and trading. He has also focused on mark to model of hard to value distressed assets and on restructuring the capital structure of large portfolios. From his previous positions he has extensive expertise in parallel large scale numerical simulation of complex systems, ranging from computational fluid dynamics to electronics,. Serge holds a M.Sc. in Engineering and a Ph.D. from the faculty of Engineering of the K.U.Leuven and a Master of Financial and Actuarial Engineering degree obtained from the Leuven School of business and Economics. He has published a number of papers and he has presented at conferences world-wide.