Welcome to the homepage of Antoon Pelsser 

Antoon Pelsser is a Professor of Finance and Actuarial Science at Maastricht University and a research fellow at Netspar. His research interests focus on pricing models for interest rate derivatives, the pricing of insurance contracts and pension liabilities and Asset-Liability

Management (ALM) for Insurance companies and pension funds.

I am a research fellow of Netspar.

I am currently participating in a large European project called HPC-finance, which is about high-performance computing in finance.

I am also participating in an 

 NWO-TOP grant concerning Model Uncertainty in economics.