SFRA Visiting Scholars
The Academy's Second Visiting Scholar - November 2011
ANTOON PELSSER is a Professor of Finance and Actuarial Science at Maastricht University. His research interests focus on pricing models for interest rate derivatives, the pricing of insurance contracts and Asset-Liability Management (ALM) for insurance companies. He is a Research Fellow at Netspar, and in 2009 was awarded a EU1m research grant for a 3-year programme: Value and risk on the balance sheet of pension funds and insurance companies.
Antoon has published in leading academic journals, including Mathematical Finance, Finance and Stochastics, Journal of Derivatives, and Insurance: Mathematics and Economics. He is on the editorial board of ASTIN Bulletin and International Journal of Theoretical and Applied Finance. He is an Honorary Fellow of the Institute of Actuaries.
You can find out more about Antoon's research interests and career on his webpage. His CV, including publications and working papers, can be viewed here.
Visiting Scholar Activity
Antoon Pelsser will be the SFRA's visiting scholar in the period 28 November - 2 December 2011. His programme of activity will include running a highly-anticipated workshop on Replicating Portfolios (Tuesday 29 November). In addition, Antoon will meet with companies, and engage with university academics on topics related to his areas of research.
Visiting Scholars
As part of our aim to help industry improve its understanding of financial risk, the Academy invites a number of world-leading risk scholars and industry experts to Scotland. These individuals will participate in Risk Colloquia and Knowledge Transfer activities, enabling industry professionals, academics and students to develop an awareness of the latest thinking and research on financial risk. By providing opportunities to meet and learn from experts, the Academy hopes to provide valuable knowledge exchange opportunities to the financial risk community in Scotland.
Previous Visiting Scholars
Please read about the SFRA's first visiting scholar here.
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