PUBLICATION

Written on 16 May 2018.


Jeroen Jansen’s article “Local Volatility and the Recovery Rate of Credit Default Swaps”, published in the Journal of Economic Dynamics and Control, and co-authored with EDHEC core faculty Frank J. Fabozzi and EDHEC affiliate faculty Sanjv R. Das. This article is based on the research produced by Jeroen Jansen for his doctoral thesis. EDHEC PhD alumnus (2016), Jeroen Jansen is Fixed Income and Convertible Specialist at PIAM, Research Associate at EDHEC-Risk Institute,  and Lecturer in Finance & Investments at Rotterdam School of Management.  

See Also

EDHEC overcomes the challenge of 100% online tuition in all  programmes and successfully ensures academic continuity in over 50 countries
News
- 02-04-2020
After leaving the time for students to organise themselves and return home after...
The Incubator team is supporting EDHEC start-ups, 100% online
News
- 01-04-2020
  The EDHEC Entrepreneurs Incubator team is following and supporting all EDHEC...
#MyEDHECcommunity - Changing times
News
- 01-04-2020
"Panic and hysteria had set in, friends were fleeing and our parents were terrified,...
MY EDHEC CAMPUS LIFE – Time flies when you learn so much
News
- 31-03-2020
My year of studying at EDHEC Business School is almost over. Many great, good things...