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Kerkhof, Jeroen
6
Melenberg, Bertrand
3
Schumacher, Hans
2
Hu, Zhengyun
1
McCloud, Paul
1
Pelsser, Antoon
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Journal of banking & finance
3
Risk : managing risk in the world's financial markets
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income
1
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OLC EcoSci
ECONIS (ZBW)
18
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1
Observational Equivalence of Discrete String Models and Market Models
Kerkhof, Jeroen
;
Pelsser, Antoon
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 55-61
Persistent link: https://www.econbiz.de/10005940819
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2
Backtesting for risk-based regulatory capital
Kerkhof, Jeroen
;
Melenberg, Bertrand
- In:
Journal of banking & finance
28
(
2004
)
8
,
pp. 1845-1866
Persistent link: https://www.econbiz.de/10005883591
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3
Operational risk and reputation in the financial industry
Kerkhof, Jeroen
;
Melenberg, Bertrand
;
Schumacher, Hans
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 224-236
Persistent link: https://www.econbiz.de/10008349477
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4
Computation methods - Cutting edges using domain integration - The authors present the semi-analytic lattice integrator tree, a domain integrator method for pricing derivatives. This method can eliminate almost all numerical noises in derivatives pricing, and therefore offers significant advantages over conventional trees in accuracy and computational efficiency,
Hu, Zhengyun
;
Kerkhof, Jeroen
;
McCloud, Paul
; …
- In:
Risk : managing risk in the world's financial markets
19
(
2006
)
11
,
pp. 95-99
Persistent link: https://www.econbiz.de/10007384631
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5
Model risk and capital reserves
Kerkhof, Jeroen
;
Melenberg, Bertrand
;
Schumacher, Hans
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 267-280
Persistent link: https://www.econbiz.de/10008894545
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6
FACTOR DEPENDENCE AND ESTIMATION RISK FOR CAP-RELATED INTEREST IRATE EXOTICS
Kerkhof, Jeroen
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 74
Persistent link: https://www.econbiz.de/10007222773
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