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Credit Securitisations and Derivatives: Challenges for the Global Markets by Harald Scheule, Daniel Rösch

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About the Authors

VIRAL V. ACHARYA, NEW YORK UNIVERSITY

Viral V. Acharya is the C.V. Starr Professor of Economics at the Department of Finance at New York University. He has research expertise in the regulation of banks and financial institutions, corporate finance, credit risk, liquidity risk, sovereign debt, crises and growth.

SWAMINATHAN G. BADRINATH, SAN DIEGO STATE UNIVERSITY

Swaminathan G. Badrinath is a Professor of Finance at SDSU. He has held faculty appointments at Rutgers University, Purdue University and the University of Arizona, prior to SDSU. His research interests are in investments and derivatives. Some of his work appears in The Journal of Finance, The Journal of Financial Economics, The Review of Financial Studies, The Journal of Business, The Journal of Banking and Finance and The Journal of Risk and Insurance.

MONICA BILLIO, CA’ FOSCARI UNIVERSITY VENICE

Monica Billio is Full Professor of Econometrics at the University Ca’ Foscari of Venice, where she teaches Econometrics and Financial Econometrics. She graduated in Economics from the University Ca’ Foscari of Venice and holds a doctorate in Applied Mathematics obtained at the University Paris IX Dauphine in 1999. Her main research interests include financial econometrics, with applications to risk measurement and management, volatility modeling, hedge funds, financial crises and systemic risk; business cycle analysis; dynamic latent factor models and simulation-based inference techniques. She has participating ...

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