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Bert-Jan Nauta
Bert-Jan Nauta
Head of Economic Capital Modelling, RBS
Verified email at rbs.com
Title
Cited by
Cited by
Year
Divergences in real-time classical field theories at nonzero temperature
G Aarts, BJ Nauta, CG van Weert
Physical Review D 61 (10), 105002, 2000
222000
Real-time propagator for high temperature dimensional reduction
BJ Nauta, CG van Weert
Physics Letters B 444 (3-4), 463-468, 1998
151998
Counterterms for linear divergences in real-time classical gauge theories at high temperature
BJ Nauta
Nuclear Physics B 575 (1-2), 383-396, 2000
82000
Asymmetric Chern–Simons number diffusion from CP-violation
BJ Nauta, A Arrizabalaga
Nuclear Physics B 635 (1-2), 255-285, 2002
72002
Liquidity Risk, instead of Funding Costs, leads to a Valuation Adjustment for Derivatives and other Assets
BJ Nauta
International Journal of Theoretical and Applied Finance 18 (02), 1550014, 2015
62015
On funding costs and the valuation of derivatives
BJ Nauta
Available at SSRN 2143979, 2012
52012
Effect of CP-violation on the sphaleron rate
BJ Nauta
Physics Letters B 478 (1-3), 275-279, 2000
42000
Real time dimensional reduction for SU(N) gauge theories at high temperature
BJ Nauta, CG van Weert
Arxiv preprint hep-ph/9901213, 0
4
Internal Valuation of Assets with Liquidity Risk
BJ Nauta
The Journal of Derivatives 24 (3), 70-83, 2017
32017
FVA and Liquidity Risk
BJ Nauta
Available at SSRN 2373147, 2013
32013
A model for the valuation of assets with liquidity risk
BJ Nauta
Journal of Risk 20 (2), 2017
22017
Valuation of illiquid assets on bank balance sheets
BJ Nauta
Available at SSRN 2242539, 2015
22015
On asymmetric Chern-Simons number diffusion
BJ Nauta
Strong and Electroweak Matter 2002, 437-441, 2003
22003
Double effect: multiple interest rate curve bootstrapping
J Spoor
University of Twente, 2013
12013
Transversality of the logarithmic divergences in the classical finite temperature SU (N) self-energy
A Arrizabalaga, BJ Nauta, CG van Weert
Physics Letters B 491 (1-2), 214-218, 2000
12000
Multi-Curve Discounting
BJ Nauta
2018
Liquidity Risk Management in Europe: Baseline Basel III Pillar 2 by Dutch ILAAP
E Olieslagers, BJ Nauta, A Kalsbeek
2013
Effective classical theory for real-time SU (N) gauge theories at high temperature
BJ Nauta, CG van Weert
Nuclear Physics B 571 (1-2), 151-168, 2000
2000
Counterterms for linear divergences in classical real-time gauge theories at high temperatures
BJ Nauta
Nuclear Physics B 575, 2000
2000
Real-Time Dimensional Reduction in Thermal Field Theory
BJ Nauta, C van Weert
arXiv preprint hep-ph/9809378, 1998
1998
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Articles 1–20