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- school of business & economics ( finance )
Brief résuméDr. Bas Peeters is part-time affiliated to the department of Finance at VU University Amsterdam. He obtained his Ph.D. (1995) in Theoretical Physics at Stony Brook University (New York, USA). Since 1998 he is employed with ING Investment Management, where he now holds the position of Head of Structured Investment Strategies.
Research activitiesMy research interests are concentrated on the use of derivatives in asset management with further applications to risk management and to rule-based and liability-driven investments.
- Peeters, Bas, Cees L. Dert, and André Lucas (2008): “Hedging large portfolios of options in discrete time,” Applied Mathematical Finance, 15(3-4), 251-275.
- Peeters, Bas (2010): “Implied volatility risk premiums”, SSRN 1087323.
- Huitema, Robert, and Bas Peeters: “Option-implied jump and volatility risk premiums in a market model”, in progress.
- Earlier publications in physics can be found here.