Frank de Jong

Available identifiers

zbMath Open de-jong.frankMaRDI QIDQ704009

List of research outcomes

Publication	Date of Publication	Type
Pension fund investments and the valuation of liabilities under conditional indexation	2008-08-22	Paper
Aggressive Orders and the Resiliency of a Limit Order Market*	2006-02-23	Paper
The Valuation and Hedging of Variable Rate Savings Accounts	2005-03-30	Paper
On the information in the interest rate term structure and option prices	2005-01-12	Paper
https://portal.mardi4nfdi.de/entity/Q3047055	2004-08-12	Paper
Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market *	2003-03-12	Paper
Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis	2002-05-30	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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