Browsing All of EconStor by Author Vorst, Ton
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
1996 | The Valuation of Interest Rate Derivatives: Empirical Evidence from the Spanish Market | Moraleda, Juan M.; Vorst, Ton |
1998 | A Pricing Model for American Options with Stochastic Interest Rates | Menkveld, Bert; Vorst, Ton |
2002 | An Empirical Comparison of Default Swap Pricing Models | Houweling, Patrick; Vorst, Ton |
2003 | How to measure Corporate Bond Liquidity? | Houweling, Patrick; Mentink, Albert; Vorst, Ton |
2003 | Valuing Euro Rating-Triggered Step-Up Telecom Bonds | Houweling, Patrick; Mentink, Albert; Vorst, Ton |