2019 Hanbali, H. & Linders, D. (2019) ‘American-type basket option pricing: a simple two-dimensional Partial Differential Equation’, Quantitative Finance, Accepted for publication. [PDF] Van Bilsen, S. & Linders, D.… Read more “Publications”

Past Conferences Announcements at National and International Conferences Linders, D. & van Bilsen, S. (2016). ‘A generic approach for buffering Lévy shocks inunit-linked insurance contracts’, 9th International… Read more “Conferences and visits abroad”

UIUC (USA) Life Contingencies I Illinois Actuarial Science Program KU Leuven (Belgium) Foundations of Risk Management Master in Financial and Actuarial Engineering ISM-Adonai (Benin) Advanced Financial Mathematics… Read more “Teaching”

What do the HIX, CIX and Downside HIX measure? The HIX and the CIX measure the market’s expectation of the short term (1 month) degree of co-movement… Read more “The Herd Behavior Index”