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Search: person:"Vorst, Ton"
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Vorst, Ton
39
Houweling, Patrick
7
Vorst, Ton C.F.
7
Kouwenberg, Roy
6
Cheuk, Terry H.F.
5
Mentink, Albert
5
Vorst, Ton C. F.
5
Kofman, Paul
4
Gondzio, Jacek
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Kemna, Angelien G.
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Martens, Martin
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1
Ton, C. F. Vorst
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The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Journal of banking & finance
5
Journal of international money and finance
4
Journal of Banking & Finance
3
Journal of economic dynamics & control
3
European financial management : the journal of the European Financial Management Association
2
Journal of Economic Dynamics and Control
2
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Options : classic approaches to pricing and modelling
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Proceedings of the first annual European Futures Research Symposium
1
Review of futures markets
1
Risk : managing risk in the world's financial markets
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ECONIS (ZBW)
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OLC EcoSci
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RePEc
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1
An empirical analysis of CDO data
Leijdekker, Vincent
;
Voort, Martijn van der
;
Vorst, Ton
- In:
Credit risk : models, derivatives, and management
,
(pp. 457-484)
.
2008
Persistent link: https://www.econbiz.de/10003718593
Saved in:
2
Life after VaR
Boyle, Phelim P.
;
Hardy, Mary
;
Vorst, Ton
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 48-55
Persistent link: https://www.econbiz.de/10003159545
Saved in:
3
Pricing default swaps : empirical evidence
Houweling, Patrick
;
Vorst, Ton
- In:
Journal of international money and finance
24
(
2005
)
8
,
pp. 1200-1225
Persistent link: https://www.econbiz.de/10003229303
Saved in:
4
Comparing possible proxies of corporate bond liquidity
Houweling, Patrick
;
Mentink, Albert
;
Vorst, Ton
- In:
Journal of banking & finance
29
(
2005
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10002717328
Saved in:
5
Valuing Euro rating-triggered step-up telecom bonds
Houweling, Patrick
;
Mentink, Albert
;
Vorst, Ton
- In:
The journal of derivatives : the official publication …
11
(
2003
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10002007151
Saved in:
6
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001474527
Saved in:
7
A pricing method for options based on average asset values
Kemna, A. G. Z.
;
Vorst, Ton
- In:
Options : classic approaches to pricing and modelling
,
(pp. 345-360)
.
1999
Persistent link: https://www.econbiz.de/10001772465
Saved in:
8
A threshold error-correction model for intraday futures and index returns
Martens, Martin
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
Saved in:
9
Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu
- In:
Journal of international money and finance
16
(
1997
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
Saved in:
10
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
- In:
Journal of banking & finance
21
(
1997
)
8
,
pp. 1131-1157
Persistent link: https://www.econbiz.de/10001226778
Saved in:
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