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Vorst, Ton


 SSRN Author Rank: 2,661 by Downloads
 

VU University Amsterdam - Department of Finance and Financial Sector Management


 De Boelelaan 1105
 NL-1081HV Amsterdam
 Netherlands
 email address
 

Tinbergen Institute - Tinbergen Institute Amsterdam (TIA)


 Gustav Mahlerplein 117
 Amsterdam, 1082 MS
 Netherlands
 email address

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. Vorst, Ton's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,003
Total
Citations
127
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Pricing Default Swaps: Empirical Evidence | Show Abstract | Download |
Journal of International Money and Finance, Vol. 24, pp. 1200-1225, 2005, EFA 2002 Berlin Meetings Presented Paper, EFMA 2002 London Meetings, ERIM Report Series
Accepted Paper Series
Houweling, Patrick
Robeco Quantitative Strategies
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
24 Dec 01
4,451
(672)
66

2.  
Comparing Possible Proxies of Corporate Bond Liquidity | Show Abstract | Download |
Journal of Banking and Finance, Vol. 29, No. 6, pp. 1331-1358, 2005, EFA 2003 Annual Conference Paper No. 298
Accepted Paper Series
Houweling, Patrick
Robeco Quantitative Strategies
Mentink, Albert
AEGON Group - AEGON Asset Management
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
01 Aug 03
1,398
(5,291)
39

3.   Incl. Electronic Paper
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Menkveld, Albert J.
VU University Amsterdam
Posted:
08 Jun 98
Last Revised:
05 Jun 08
736
(14,881)
1

4.  
Valuing Euro Rating-Triggered Step-Up Telecom Bonds | Show Abstract | Download |
Journal of Derivatives, Spring, pp. 63-80, 2004
Accepted Paper Series
Houweling, Patrick
Robeco Quantitative Strategies
Mentink, Albert
AEGON Group - AEGON Asset Management
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
11 Mar 03
227
(65,735)
5

5.  
An Empirical Comparison of Default Swap Pricing Models | Show Abstract | Download |
ERIM Report Series Reference No. ERS-2002-23-F&A
Working Paper Series
Houweling, Patrick
Robeco Quantitative Strategies
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
03 Nov 09
191
(78,342)
16

6.  
Hedging Options under Transaction Costs and Stochastic Volatility | Show Abstract |
Journal of Economic Dynamics & Control, Vol. 27, No. 6, February 2003
Accepted Paper Series
Kouwenberg, Roy
Mahidol University - College of Management
Gondzio, Jacek
University of Edinburgh - School of Mathematics
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
23 May 03
 

7.  
Donders, Monique W.M.
MeesPierson Investment Bank
Kouwenberg, Roy
Mahidol University - College of Management
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
17 Jun 00
 

8.  
Donders, Monique W.M.
MeesPierson Investment Bank
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
03 Nov 98
 

9.  
Martens, Martin
Erasmus University Rotterdam (EUR)
Kofman, Paul
The University of Melbourne
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
05 Jul 98
 

10.  
Moraleda, Juan M.
Tinbergen Institute
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
21 Jun 98
 

11.  
Cheuk, Terry H. F.
University of Hong Kong - School of Business
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
03 May 98
 

12.  
Shout Floors | Show Abstract |
Working Paper Series
Cheuk, Terry H. F.
University of Hong Kong - School of Business
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
03 May 98
 

13.  
Complex Barrier Options | Show Abstract |
J. OF DERIVATIVES, Fall 1996
Accepted Paper Series
Cheuk, Terry H. F.
University of Hong Kong - School of Business
Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
Posted:
17 Apr 98
 


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