Quant of the year - Philipp Schönbucher

Philipp Schönbucher’s breakthrough Risk paper on credit default swaps has been a hit with academics and practitioners alike. He wins this award for outstanding work in the field of credit risk


It was while sitting for his postgraduate degree in mathematics at Oxford University that Philipp Schönbucher came across the basic principles of option pricing. It stirred him towards pursuing a career in quantitative finance. “Originally I wanted to study economics because I found it had practical applications, but I liked the scientific nature of mathematics. It was at Oxford while studying for a mathematics degree that I was first introduced to the Black-Scholes theory and option pricing

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here