Research Output per year
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
Premium
Business & Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 1979 2017
Manipulated markets: Essays on how news media affect investors' minds
Mirgorodskaya, E., 2017, 202 p.Research output: PhD Thesis › PhD Thesis - Research external, graduation VU › Academic
Open Access
File
Essays on empirical asset pricing
Shen, X., 2014, Amsterdam: Tinbergen Institute. 105 p.Research output: PhD Thesis › PhD Thesis - Research VU, graduation VU › Academic
Open Access
File
Pricing Credit Derivatives and Credit Securitization
Wojtowicz, M. P., 2014, Amsterdam: Tinbergen Institute. 141 p.Research output: PhD Thesis › PhD Thesis - Research VU, graduation VU › Academic
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. 457-484Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic
Comparing possible proxies of corporate bond liquidity
Vorst, A. C. F. & Houweling, P., 2005, In : Journal of Banking and Finance. 29, 6, p. 1331-1358Research output: Contribution to Journal › Article › Academic › peer-review
Activities 2008 2010
The mathematics behind credit risk modelling
A.C.F. Vorst (Speaker)26 Feb 2010
Activity: Lecture / Presentation › Academic
IIR conferentie Risicomanagement voor Pensioenfondsen
A.C.F. Vorst (Organiser)22 Sep 2010
Activity: Participating in or organising an event › Conference › Academic
Risk and return in credits
A.C.F. Vorst (Speaker)14 Oct 2010
Activity: Lecture / Presentation › Academic
Dynamisch ALM-beleid bij banken en pensioenfondsen
A.C.F. Vorst (Speaker)4 Nov 2010
Activity: Lecture / Presentation › Academic