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On the distribution of the integral of a function with respect to a Brownian Bridge / Frédéric Vrins.

The role of CDS spreads in explaining bond recovery rates / Matteo Barbagli, Pascal François, Geneviève Gauthier, Frédéric Vrins. In: Journal of Banking & Finance, 2025, vol.

 Ready to explore quantitative finance like never before? Discover "Derivatives Pricing" : The latest book by Professor Frédéric Vrins (LFIN)!

 A sense of risk: Responses to crowdfunding risk disclosures / Prabal Shrestha, James Thewissen, Özgür Arslan-Ayaydin, Annaleena Parhankangas. In: Strategic Entrepreneurship Journal, 2023, v

 Credit selection in Collateralized Loan Obligation: efficient approximation through linearization and clustering / Arnaud Germain, Frédéric Vrins. Despite its role in the global financial c