Home > Afdelingen & Instituten > Finance > Faculty > Prof. dr. A.C.F. Vorst

prof. dr. A.C.F. Vorst

  • Telephone:+31 20 59 86103
  • Room nr:3a-29
  • E-mail:a.c.f.vorst@vu.nl
  • Unit:faculteit der economische wetenschappen en bedrijfskunde (finance)
  • Position:Full Professor

Brief Resume

Professor Ton Vorst is full professor at the department of Finance at VU University Amsterdam. He is head of the VU Amsterdam School of Finance and Risk Management. He is also Director of Graduate Studies for Finance at the Tinbergen Institute. Ton Vorst holds a PhD in Mathematics from the University of Utrecht and was full professor in Finace at Erasmus University Rotterdam, before joining VU University in 2006 on a parttime basis. From 2000 until the end of 2009 he was Executive Vice President at ABNAMRO and later on RBS, responsible for quantitative risk management. He is associate editor of the Journal of Derivatives and has held 8 other associate editorships at international academic journals in the past.

Research Activities

Main research interests are in pricing and hedging of derivatives, risk management and asset-liability management.

Publications

Publications

Other activities

  • Consultant on modeling for ABN AMRO Risk Management
  • Member of the Board of ABN AMRO Pensionfund
  • Chairman of the Investment Committee of ABN AMRO Pensionfund

Ancillary activities

ABNAMRO Pensioenfonds

Amsterdam
Advisor
15 July 2014

Nedlloyd Pensioenfonds

Rotterdam
Advisor
15 July 2014

Pensioenfonds Schilders

Rijswijk
Advisor
15 July 2014
Last changes Ancillary activities: Amsterdam, 13 November 2014
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