Photo of Ton Vorst

prof. dr. Ton Vorst

    1979 …2008

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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.

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