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UvA-DARE

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Results: 50

Number of items: 50

van der Ploeg, A. P. C., Boswijk, H. P., & de Jong, F. (2003). A state space approach to the estimation of multi-factor affine stochastic volatility option pricing models. (UvA-econometrics working paper; No. 13). UvA.
de Jong, F. (2003). Is mijn pensioen nog wel veilig? Over sparen en beleggen voor later. (Oratiereeks). Vossiuspers UvA.
de Jong, F. C. J. M. (2002). Measures of Contributions to Price Discovery: A Comparison. Journal of Financial Markets, 5(3), 323-328. https://doi.org/10.1016/S1386-4181(02)00028-9
de Jong, F. C. J. M. (2001). De verhandeling van kleine en middelgrote fondsen op de Amsterdamse effectenbeurs: De voorstellen van Euronext in perspectief. VEUO.
Driessen, J. J. A. G., de Jong, F. C. J. M., & Pelsser, A. (2001). Libor Market Models versus Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis. European Finance Review, 5(3), 201-237.
de Jong, F. C. J. M., & Wielhouwer, J. (2001). The valuation and hedging of variable rate savings accounts. (Tinbergen Institute Discussion Paper; No. TI2001-112/2). Tinbergen Institute. http://papers.tinbergen.nl/01112.pdf
de Jong, F. C. J. M., & de Roon, F. (2001). Time-varying market integration and expected returns in emerging mrkets. (Tinbergen Institute Discussion Paper; No. TI2001-113/2). Tinbergen Institute.
de Jong, F. C. J. M. (2001). Measures of contributions to price discovery: A comparison. (Tinbergen Institute Discussion Paper; No. TI2001-114/2). Tinbergen Institute. http://papers.tinbergen.nl/01114.pdf
Driessen, J. J. A. G., de Jong, F. C. J. M., & Pelsser, A. (2001). On the Information in the Interest Rate Term Structure and Option Prices. working paper.
de Jong, F. C. J. M., Driessen, J. J. A. G., & Pelsser, A. (2001). Libor and Swaprate Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis. CENTER Discussion paper, 35.

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