Feedback to SSRN (Beta)

 
  • Selected
  • Entire List
 

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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. 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
 

Records 1 - 13 of 13 matches
[ 1 ]

© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright
This page was processed by apollo3 in 0.297 seconds