Prof. Wim Schoutens

M: +32 496 576 011
T: + 44 20 3908 7010

Wim Schoutens is a professor in financial engineering at the Catholic University of Leuven, Belgium. He has extensive practical experience of model implementation and is well known for his consulting work to the banking industry and other institutions. He is an independent expert advisor to the European Commission (DG-COMP) on “State aid assessment of valuation of impaired assets and of asset relief measures” and has assessed in that position more than EUR 1 trillion of assets related bailouts.

Wim is the author of several books including “Applied Conic Finance” (written together with Dilip Madan), “Contingent Convertibles (CoCos): Structure and Pricing”, the first book ever on Contingent Capital and CoCo bonds (written together with Jan De Spiegeleer). Further he has been (co)author of the Wiley books “Lévy Processes in Finance”, “Lévy Processes in Credit Risk”, and “The Handbook of Convertible Bonds” and the Springer books “Quantitative Assessment of Securitisation Deals” and “Stochastic Processes and Orthogonal Polynomials”.

He is Managing Editor of the International Journal of Theoretical and Applied Finance and of Quantitative Finance, and Associated Editor of Mathematical Finance and Review of Derivatives Research and International Journal of Portfolio Analysis & Management. Further, he is series editor of the book series "Financial Engineering Explained" for Palgrave Macmillan. He is also a member of the Belgium CPI commission.