Show 10 5 10 15 20 50 100 250 Sort by year (new to old) Actions Download search results Subscribe to news feed Your filters: cql: affiliation exact EB02 cql: author exact 801000664004 Add to list Journal Article A1 Risk management of a bond portfolio using options Jan Annaert, Griselda Deelstra, Dries Heyman (UGent) and Michèle Vanmaele (UGent) (2007) INSURANCE MATHEMATICS & ECONOMICS. 41(3). p.299-316 Add to list Journal Article A2 Managing value-at-risk for a bond using bond put options Griselda Deelstra, Ahmed Ezzine, Dries Heyman (UGent) and Michèle Vanmaele (UGent) (2007) COMPUTATIONAL ECONOMICS. 29(2). p.139-149 Add to list Conference Paper C1 Minimization of the (conditional) Value-at-Risk for a coupon bearing bond using a bond put option Jan Annaert, Griselda Deelstra, Dries Heyman (UGent) and Michèle Vanmaele (UGent) (2006) Handelingen contactforum 4th Actuarial and financial mathematics day, 10 februari 2006. p.85-96 Add to list Conference Paper C3 Managing VaR for a bond using bond put options Griselda Deelstra, Ahmed Ezzine, Dries Heyman (UGent) and Michèle Vanmaele (UGent) (2005) Applied Stochastic Models and Data Analysis, 11th International symposium, Abstracts.