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Search: person:"Vorst, Ton"
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Theorie
38
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26
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24
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11
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credit default swaps
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credit risk
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default risk
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euro market
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rating-based reduced form model
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step-up bonds
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English
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63
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Vorst, Ton
121
Houweling, Patrick
37
Mentink, Albert
18
Kouwenberg, Roy
11
Cheuk, Terry Hon Fu
7
Menkveld, Albert J.
7
Vorst, Ton C.F.
7
Gondzio, Jacek
6
Cheuk, Terry H.F.
5
Donders, Monique
5
Kemna, Angelien G.
5
Kofman, Paul
5
Moraleda Novo, Juan Manuel
5
Moraleda, Juan M.
5
Vorst, Ton C. F.
5
Cheuk, Terry H. F.
4
Martens, Martin
4
Pelsser, Antoon André Jean
4
Donders, Monique W.M.
3
Menkveld, Bert
3
Mercurio, Fabio
3
Boyle, Phelim P.
2
Daal, Johannes van
2
Hardy, Mary
2
Henderiks, R. E.
2
Heynen, Ronald
2
Kemna, Angelien
2
Mentink, A.A.
2
Mentink, Albertus André
2
Oldenkamp, Bart
2
Pelsser, Antoon
2
Vorst, A.C.F.
2
Beneder, Reimer
1
Boyle, Phelim
1
Boyle, Phelim P
1
Cheuk, Terry
1
Cheuk, Terry H F
1
Donders, Monique W. M.
1
Geman, Hélyette
1
Hazewinkel, Michiel
1
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5
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5
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
4
Econometrisch Instituut <Rotterdam>
3
EconWPA
2
Bachelier Finance Society
1
Erasmus Research Institute of Management
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
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Report / Erasmus Center for Financial Research, Erasmus University
18
Discussion paper / Tinbergen Institute
12
Report / Econometric Institute, Erasmus University Rotterdam
10
Tinbergen Institute Discussion Papers
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
7
Journal of banking & finance
5
Tinbergen Institute Discussion Paper
5
Econometric Institute Research Papers
4
Journal of international money and finance
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Econometric Institute research papers
3
Journal of Banking & Finance
3
Journal of economic dynamics & control
3
European financial management : the journal of the European Financial Management Association
2
Finance
2
Journal of Economic Dynamics and Control
2
Journal of International Money and Finance
2
The journal of finance : the journal of the American Finance Association
2
Annals of operations research
1
Applied Mathematical Finance
1
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1
Computational Economics
1
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1
Computing in Economics and Finance 1999
1
Credit risk : models, derivatives, and management
1
ERIM Report Series Research in Management
1
ERIM report series research in management
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European Financial Management
1
European Journal of Operational Research
1
Insurance: Mathematics and Economics
1
International Review of Financial Analysis
1
Journal of Applied Econometrics
1
Journal of Finance
1
Journal of Financial and Quantitative Analysis
1
Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Options : classic approaches to pricing and modelling
1
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
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ECONIS (ZBW)
80
RePEc
34
OLC EcoSci
16
EconStor
5
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81
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/10005188520
Saved in:
82
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/10005201361
Saved in:
83
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/10005881598
Saved in:
84
Life after VaR
Boyle, Phelim
;
Hardy, Mary
;
Vorst, Ton
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 48-55
Persistent link: https://www.econbiz.de/10005920605
Saved in:
85
The value of an option based on an average security value
Kemna, Angelien G.
;
Vorst, Ton
-
1986
Persistent link: https://www.econbiz.de/10000716530
Saved in:
86
The relation between the rent and selling price of a building under optimal maintenance with uncertainty
Vorst, Ton
- In:
Journal of economic dynamics & control
10
(
1986
)
1
,
pp. 315-320
Persistent link: https://www.econbiz.de/10001027169
Saved in:
87
Hedging Options Under Transaction Costs and Stochastic Volatility
Kouwenberg, Roy
-
2004
In this paper we consider the problem of hedging contingent claims on a stock under transaction costs and stochastic volatility. Extensive research has clearly demonstrated that the volatility of most stocks is not constant over time. As small changes of the volatility can have a major impact on...
Persistent link: https://www.econbiz.de/10012786093
Saved in:
88
Valuing Euro Rating-Triggered Step-Up Telecom Bonds
Houweling, Patrick
;
Mentink, Albert
;
Vorst, Ton
- In:
The journal of derivatives : the official publication …
11
(
2004
)
3
,
pp. 63
Persistent link: https://www.econbiz.de/10005928608
Saved in:
89
The general linear group of discrete hodge algebras
Vorst, Ton
-
1985
Persistent link: https://www.econbiz.de/10000716585
Saved in:
90
Some properties of a nonlinear migration model
Vorst, Ton
-
1985
Persistent link: https://www.econbiz.de/10000717874
Saved in:
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