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Jeroen Kerkhof

Solvay Brussels School of Economics and Management

19 Av Franklin Roosevelt

1050

Brussels

Belgium

  • Solvay Brussels School of Economics and Management

SCHOLARLY PAPERS

4

DOWNLOADS

805

TOTAL CITATIONS

0

Scholarly Papers (4)

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1.

A Unified Market Model for Swaptions and Constant Maturity Swaps

International Journal of Theoretical and Applied Finance, Vol. 24, No. 4, 2021, https://doi.org/10.1142/S0219024921500266
Number of pages: 38 Posted: 24 Aug 2019 Last Revised: 24 Feb 2022
Chyng Wen Tee and Jeroen Kerkhof
Singapore Management University - Lee Kong Chian School of Business and Solvay Brussels School of Economics and Management
Downloads 418 (175,046)

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interest rate market, swaptions, constant maturity swaps, derivative valuation, stochastic volatility models, fixed income market, interest rate models

2.

Universal Return and Factor Timing

Singapore Management University School of Business Research Paper Forthcoming
Number of pages: 22 Posted: 08 Nov 2024
Poh Ling Neo, Chyng Wen Tee and Jeroen Kerkhof
Singapore University of Social Sciences, Singapore Management University - Lee Kong Chian School of Business and Solvay Brussels School of Economics and Management
Downloads 210 (380,469)

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3.

Socio-Economic Mortality Curves: The Belgian Case

Number of pages: 34 Posted: 16 May 2024 Last Revised: 09 Mar 2025
Marco Feliciangeli, Jeroen Kerkhof and Steven Vanduffel
Vrije Universiteit Brussel (VUB), Solvay Brussels School of Economics and Management and Vrije Universiteit Brussel (VUB)
Downloads 127 (576,708)

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Mortality, Belgium, Socio-economic life tables, Pension costs

4.

The RF-Graph: Performance Visualization from a Different Angle

Number of pages: 7 Posted: 01 Jul 2019
Jeroen Kerkhof
Solvay Brussels School of Economics and Management
Downloads 50 (1,063,489)

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returns, visualization