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Raoul Pietersz

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Personal Details

First Name:Raoul
Middle Name:
Last Name:Pietersz
Suffix:
RePEc Short-ID:ppi79
Email:
Homepage:http://www.few.eur.nl/few/people/pietersz/
Postal Address:
Phone:
(in no particular order)
Location: Rotterdam, Netherlands
Homepage: http://www.erim.eur.nl/
Email:
Phone: 31-10-408 1182
Fax: 31-10-408 9020
Postal: RSM Erasmus University & Erasmus School of Economics, PoBox 1738, 3000 DR Rotterdam
Handle: RePEc:edi:erimanl (more details at EDIRC)
Location: Rotterdam, Netherlands
Homepage: http://www.econometric-institute.org/
Email:
Phone: 010 - 40 81278
Fax: 010 - 40 89162
Postal: Burgemeester Oudlaan 50, 3062 PA Rotterdam
Handle: RePEc:edi:eieurnl (more details at EDIRC)
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  1. Igor Grubisic & Raoul Pietersz, 2005. "Efficient Rank Reduction of Correlation Matrices," Finance 0502007, EconWPA.
  2. Raoul Pietersz & Antoon Pelsser, 2005. "A Comparison of Single Factor Markov-functional and Multi Factor Market Models," Finance 0502008, EconWPA.
  3. Raoul Pietersz & Marcel van Regenmortel, 2005. "Generic Market Models," Finance 0502009, EconWPA.
    • Pietersz, R. & van Regenmortel, M., 2005. "Generic Market Models," ERIM Report Series Research in Management ERS-2005-010-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  4. Raoul Pietersz & Patrick J. F. Groenen, 2005. "Rank Reduction of Correlation Matrices by Majorization," Finance 0502006, EconWPA.
  5. Raoul Pietersz & Antoon Pelsser, 2005. "Risk Managing Bermudan Swaptions in the Libor BGM Model," Finance 0502004, EconWPA.
  6. Raoul Pietersz & Antoon Pelsser & Marcel van Regenmortel, 2005. "Fast drift approximated pricing in the BGM model," Finance 0502005, EconWPA.
  1. Raoul Pietersz & Marcel Regenmortel, 2006. "Generic market models," Finance and Stochastics, Springer, vol. 10(4), pages 507-528, December.
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2005-04-16 2005-04-16. Author is listed
  2. NEP-FIN: Finance (6) 2005-04-16 2005-04-16 2005-04-16 2005-04-16 2005-04-16 2005-04-16. Author is listed
  3. NEP-RMG: Risk Management (3) 2005-04-16 2005-04-16 2005-04-16. Author is listed

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