Stefan N. Singor

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Active since

2013

Affiliations

Delft University of Technology(Current)

Aegon (Netherlands)

Stefan N. Singor is an author at Delft University of Technology specializing in multivariate stochastic volatility, monetary policy, and asset pricing.

Top concepts

FinanceBusinessEconomicsAsset PricingMonetary PolicyVolatility ModelingMultivariate Stochastic Volatility

Publications per year

2013–2015

Publications

Pricing inflation products with stochastic volatility and stochastic interest rates

Stefan N. Singor, Lech A. Grzelak, D.D.B. van Bragt et al. · Insurance Mathematics and Economics · 2013 · 16 citations

Monetary Policy, Multivariate Stochastic Volatility, Volatility Modeling +9

Risk-Neutral Valuation of Real Estate Derivatives

David van Bragt, Marc Francke, Stefan N. Singor et al. · The Journal of Derivatives · 2015 · 14 citations · Full text

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