Research output per year
Research output per year
Personal profile
Personal information
Dr. Alexander van Haastrecht is Assistant Professor at the department of Finance at VU University Amsterdam. He also runs his own consultancy bureau, which aims to apply the latest academic insight to come up with suitable solutions for complex risk management issues.
Appointments:
Preferably by e-mail.
Research
His main research interests include the valuation, risk management and hedging of insurance products and pension funds.
Ancillary activities
- Risk at Work BV | Alkmaar | Directeur/eigenaar | 2017-01-01 - present
- Finbotx BV | Den Haag | Directeur/eigenaar | 2017-01-01 - present
Ancillary activities are updated daily
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Credit Spread Risico's
van Haastrecht, A., 2014, In: De Actuaris. 21, 5, p. 40-41Research output: Contribution to Journal › Article › Professional
Open AccessFile96 Downloads (Pure) -
Monte Carlo pricing in the Schobel-Zhu model and its extensions
van Haastrecht, A., Lord, R. & Pelsser, A., 2014, In: Journal of Computational Finance. 17, 3, p. 57-86Research output: Contribution to Journal › Article › Academic › peer-review
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Succesvol hedgen: mix van art en science
van Haastrecht, A., 2014, In: De Actuaris. 22, 1, p. 16-17Research output: Contribution to Journal › Article › Professional
Open AccessFile35 Downloads (Pure) -
Replicating Portfolio Control Variates
van Haastrecht, A., 2013, In: De Actuaris. March, 20-4Research output: Contribution to Journal › Article › Professional
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Replication Rules
van Haastrecht, A., 2013, In: The Actuary. MarchResearch output: Contribution to Journal › Article › Professional
Courses
Activities
- 3 Editorial work
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Insurance Mathematics & Economics (Journal)
A. van Haastrecht (Member of editorial board)
2009Activity: Peer review and Editorial work › Editorial work › Academic
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Quantitative Finance (Journal)
A. van Haastrecht (Member of editorial board)
2009Activity: Peer review and Editorial work › Editorial work › Academic
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International Journal of Theoretical and Applied Finance (Journal)
A. van Haastrecht (Member of editorial board)
2009Activity: Peer review and Editorial work › Editorial work › Academic