Ton Vorst

prof. dr.

1979 …2017
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Personal profile

Personal information

Ton Vorst is full professor at the department of Finance at VU University Amsterdam. He is head of the VU Amsterdam School of Finance and Risk Management. Ton Vorst holds a PhD in Mathematics from the University of Utrecht and was full professor in Finance at Erasmus University Rotterdam, before joining VU University in 2006 on a parttime basis. From 2000 until the end of 2009 he was Executive Vice President at ABN-AMRO and later on RBS, responsible for quantitative risk management. He is associate editor of the Journal of Derivatives and has held 8 other associate editorships at international academic journals in the past.

Research

Main research interests are in pricing and hedging of derivatives, risk management and asset-liability management.

Teaching

Supervising PhD students and master's students.

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

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

Pricing Business & Economics
Asset and liability management Business & Economics
Swaps Business & Economics
Risk management Business & Economics
Hedging Business & Economics
Empirical evidence Business & Economics
Derivatives Business & Economics
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Research Output 1979 2017

Manipulated markets: Essays on how news media affect investors' minds

Mirgorodskaya, E., 2017, 202 p.

Research output: PhD ThesisPhD Thesis - Research external, graduation VUAcademic

Open Access
File

Essays on empirical asset pricing

Shen, X., 2014, Amsterdam: Tinbergen Institute. 105 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File

Pricing Credit Derivatives and Credit Securitization

Wojtowicz, M. P., 2014, Amsterdam: Tinbergen Institute. 141 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File

An Empirical Analysis of CDO Data

Leijdekker, V., Voort, M. & Vorst, A. C. F., 2008, Credit Risk, Models, Derivatives and Managements. Wagner, N. (ed.). Chapman & Hall, p. 457-484

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Comparing possible proxies of corporate bond liquidity

Vorst, A. C. F. & Houweling, P., 2005, In : Journal of Banking and Finance. 29, 6, p. 1331-1358

Research output: Contribution to JournalArticleAcademicpeer-review

Activities 2008 2010

  • 4 Lecture / Presentation
  • 3 Editorial work
  • 1 Conference

Dagvoorzitter

A.C.F. Vorst (Invited speaker)
15 Dec 2010

Activity: Lecture / PresentationAcademic

Risk and return in credits

A.C.F. Vorst (Speaker)
14 Oct 2010

Activity: Lecture / PresentationAcademic

The mathematics behind credit risk modelling

A.C.F. Vorst (Speaker)
26 Feb 2010

Activity: Lecture / PresentationAcademic

IIR conferentie Risicomanagement voor Pensioenfondsen

A.C.F. Vorst (Organiser)
22 Sep 2010

Activity: Participating in or organising an eventConferenceAcademic

Dynamisch ALM-beleid bij banken en pensioenfondsen

A.C.F. Vorst (Speaker)
4 Nov 2010

Activity: Lecture / PresentationAcademic