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Dr. rer. pol. Timo Schläfer

Alumnus
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Research

Credit derivatives

Short biography

Work Experience

2011-2015 Goldman Sachs, Credit Quantitative Modelling
2005-2007 Goldman Sachs, Investment Banking Division

Dissertation

  • Schläfer, T., Recovery Risk in Credit Default Swap Premia, 2010.

Papers in collected editions and miscellaneous publications

  • Schläfer, T. and Uhrig-Homburg, M., Is Recovery Risk Priced?, in: Journal of Banking & Finance, Vol. 40, pp. 257-270, 2014
  • Schläfer, T. and M. Uhrig-Homburg, Syndicated Loans, Loan-Only Credit Default Swaps and CDS Legal Documentation, in: Structured Credit Products - Credit Derivatives & Synthetic Securitisation, M. Choudhry (ed.), 2nd ed., John Wiley & Sons, Singapore, 2010.