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Factor dependence and estimation risk for cap-related interest rat exotics
Kerkhof, Franciscus Lambertus Johannes - In: The journal of fixed income 15 (2006) 4, pp. 74-83
Persistent link: https://www.econbiz.de/10003339423
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Model risk analysis for risk management and option pricing
Kerkhof, Franciscus Lambertus Johannes - 2003
Persistent link: https://www.econbiz.de/10001861658
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Testing expected shortfall models for derivative positions
Kerkhof, Jeroen (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
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Observational equivalence of discrete string models and market models
Kerkhof, Jeroen; Pelsser, Antoon André Jean - In: The journal of derivatives : the official publication … 10 (2002) 1, pp. 55-61
Persistent link: https://www.econbiz.de/10001718690
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Model risk and regulatory capital
Kerkhof, Jeroen (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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Observational equivalence of dicrete string models and market models
Kerkhof, Jeroen (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661008