Author

Jan De Spiegeleer

Observed names: De Spiegeleer, Jan, Jan de Spiegeleer, Spiegeleer, Jan De, Spiegeleer, Jan de

Institution: KU Leuven

Observed institution: KU Leuven

ORCID: 0000-0002-2342-4442

Observed ORCID: 0000-0002-2342-4442

OpenAlex ID: A5037793944

Machine Learning for Quantitative Finance: Fast Derivative Pricing, Hedging and Fitting

2018 · Jan De Spiegeleer, Dilip B. Madan, et al. · Quantitative Finance · 153

Pricing Contingent Convertibles: A Derivatives Approach

2012 · Jan De Spiegeleer, Wim Schoutens · The Journal of Derivatives · 91

ESG: A New Dimension in Portfolio Allocation

2020 · Jan De Spiegeleer, Stephan Höcht, et al. · Journal of Sustainable Finance & Investment · 69

PDF

The Handbook of Hybrid Securities

2014 · Jan De Spiegeleer, Wim Schoutens, et al. · Wiley eBooks · 48

Close form pricing formulas for Coupon Cancellable CoCos

2014 · José Manuel Corcuera, Jan De Spiegeleer, et al. · Journal of Banking & Finance · 37

Implied Tail Risk and ESG Ratings

2021 · Jingyan Zhang, Jan De Spiegeleer, et al. · Mathematics · 26

PDF

Pricing of contingent convertibles under smile conform models

2013 · José Manuel Corcuera, Jan de Spiegeleer, et al. · The Journal of Credit Risk · 26

Multiple Trigger CoCos: Contingent Debt Without Death Spiral Risk

2013 · Jan De Spiegeleer, Wim Schoutens · Financial Markets Institutions and Instruments · 25

The Handbook of Convertible Bonds: Pricing, Strategies and Risk Management

2011 · Jan De Spiegeleer, Wim Schoutens · 24

Efficient Pricing of Contingent Convertibles Under Smile Conform Models

2011 · José Manuel Corcuera, Jan De Spiegeleer, et al. · SSRN Electronic Journal · 21

CoCo bonds and implied CET1 volatility

2016 · Jan De Spiegeleer, Stephan Höcht, et al. · Quantitative Finance · 18

Contingent Convertible (CoCo) Notes Structure and Pricing

2011 · Jan De Spiegeleer, Wim Schoutens · 17

Are green bonds different from ordinary bonds? A statistical and quantitative point of view

2020 · Cong Ma, Wim Schoutens, et al. · RePEc: Research Papers in Economics · 14

CoCo Bonds With Extension Risk

2014 · Jan De Spiegeleer, Wim Schoutens · Wilmott · 13

Steering a Bank Around a Death Spiral: Multiple Trigger CoCos

2012 · Jan De Spiegeleer, Wim Schoutens · Wilmott · 11

Contingent conversion convertible bond: New avenue to raise bank capital

2017 · Francesca Erica Di Girolamo, Francesca Campolongo, et al. · International Journal of Financial Engineering · 9

Sustainable Capital Instruments and Their Role in Prudential Policy: Reverse Green Bonds.

2019 · Jan De Spiegeleer, Wim Schoutens · SSRN Electronic Journal · 8

The Risk Management of Contingent Convertible (CoCo) Bonds

2018 · Jan De Spiegeleer, Ine Marquet, et al. · SpringerBriefs in finance · 7

The impact of skew on the pricing of CoCo bonds

2017 · Jan De Spiegeleer, Monika B. Forys, et al. · International Journal of Financial Engineering · 7

Understanding the Behavioral Determinants of First Responder App Adoption by Integrating Perspectives From the Unified Theory of Acceptance and Use of Technology and Health Belief Model: Cross-Sectional Survey

2025 · Cas von Winckelmann, Robyn Vanherle, et al. · JMIR Human Factors · 6

A Primer on Contingent Convertible (CoCo) Bonds

2018 · Jan De Spiegeleer, Ine Marquet, et al. · SpringerBriefs in finance · 5

Are Banks Now Safer? What Can We Learn from the CoCo Markets?

2015 · Jan De Spiegeleer, Stephan Höcht, et al. · SSRN Electronic Journal · 5

The Impact of a New CoCo Issuance on the Price Performance of Outstanding CoCos

2015 · Jan De Spiegeleer, Stephan Höcht, et al. · Springer proceedings in mathematics & statistics · 4

Cracking the coco pricing conundrum

2011 · Jan De Spiegeleer, Cynthia Van Hulle, et al. · 4

The skin-in-the-game bond: a novel sustainable capital instrument

2021 · Katrien Antonio, Jan De Spiegeleer, et al. · SSRN Electronic Journal · 3

Works count: 71

Citation count: 660

H-index: 13

I10-index: 15