thesis
Dealing with Derivatives. Studies on the role, informational content and pricing of financial derivatives
- Publication date
- 19 June 2003
- Publisher
- Cyriel de Jong was born on 19 July 1976 in Valkenburg aan de Geul, the
Netherlands. From 1994 till 1999 he studied econometrics at Maastricht University.
During this time he spent half a year as an exchange student at the Universität Wien in
Vienna. He furthermore completed an internship on mortgage prepayment modelling
at De Nationale Investeringsbank in The Hague and a research project on European
Corporate Bonds at Maastricht University. He obtained his MSc in econometrics in
1999 with honour.
From February 1999 onwards Cyriel de Jong has been a PhD student at the
Financial Management department of the Rotterdam School of Management at
Erasmus University. During this period he has taught several executive and nonexecutive
courses. From 2001 till 2003 he furthermore worked for the consultancy
firm FinEdge, where he was responsible for the subsidiary Energy Global. His
research was published in Energy Power Risk Management, Bedrijfskunde and
various Dutch journals. Since 1 May 2003 he has been assistant professor at the
Financial Management department at Erasmus University, where his research interests
focus on commodity markets in general and derivative valuation in particular. Besides
his academic career he continues working part-time as a consultant in financial and
commodity markets.