Articles in Refereed Journals

Contingent CDS: Accurate and Approximate Pricing, Koziol, C./Schön, T., Journal of Credit Risk, 2016, Vol. 12 (1), p. 75-95.

Do Correlated Defaults Matter for CDS Premia? An Empirical Analysis, Koziol, C./Koziol, P./Schön, T., Review of Derivatives Research, 2015, Vol. 18 (3), p. 191-224.

Further Publications

Do correlated defaults matter for CDS premia? An empirical analysis, Koziol, C./Koziol, P./Schön, T., Deutsche Bundesbank Discussion Paper, Nr. 21/2014, p. 1-40.

How Market Model Choice Affects the CVA, Schön, T., Working Paper, 2014.

Monograph

Analyse von Ausfallrisiken, Schön, T., Dissertation, 2015, University of Tübingen.

Awards

Maravon Best Ph.D. Thesis Award 2016
Analyse von Ausfallrisiken

Fakultätspreis der Fakultät für Wirtschaftswissenschaften 2011, Karlsruhe Institute of Technology
Bestimmung der Ausfallintensitätsdynamik von Einzelschuldnern in Top-Down-Ansätzen