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Scopus Author ID: 57200080999

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Professional activities (1)

Ghent University: Ghent, BE

2020-01-12 to present | Affiliated Researcher (Economics)
Invited position
Source: Self-asserted source
Carel Johannes van der Merwe

Works (5)

Categorical CVA biplots

Computational Statistics & Data Analysis
2021-11 | Journal article
DOI: 10.1016/j.csda.2021.107299
Part of ISSN: 0167-9473
Source: Self-asserted source
Carel Johannes van der Merwe

Approximating risk-free curves in sparse data environments

Finance Research Letters
2018 | Journal article
DOI: 10.1016/j.frl.2017.12.016
EID:

2-s2.0-85039169556
Contributors: van der Merwe, C.J.; Heyman, D.; de Wet, T.
Source: Self-asserted source
Carel Johannes van der Merwe via Scopus - Elsevier

Calculation Aspects of the European Rebalanced Basket Option using Monte Carlo Methods: Valuation

ORiON
2012 | Journal article
Source: Self-asserted source
Carel Johannes van der Merwe

The Risk in Your Valuation and Risk Calculations

TMI-Treasury Management International
2012 | Journal article
Source: Self-asserted source
Carel Johannes van der Merwe

Calculation Aspects of the European Rebalanced Basket Option using Monte Carlo Methods

2010 | Dissertation or Thesis
Source: Self-asserted source
Carel Johannes van der Merwe
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