Alexander van Haastrecht

dr.

20092014
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Fingerprint Dive into the research topics where Alexander van Haastrecht is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Business & Economics

Pricing
Stochastic volatility
Stochastic volatility model
Stochastic interest rates
Risk management
Interest rate volatility
Hedging
Heston
Correlation structure
Simulation
Insurance
Guaranteed annuity options
Stock options
Inflation
Equity prices