Search Results - Backwell, Alex

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    Recovery theorem: expounded and applied by Backwell, Alex

    Published 2014
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    Hedging performance of interest-rate models by Ziervogel, Graham

    Published 2016
    Other Authors: “…Backwell, Alex…”
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    Robustness of bond portfolio optimisation by Pillay, Divanisha

    Published 2016
    Other Authors: “…Backwell, Alex…”
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    Linear-Rational Term Structure Models With Flexible Level-Dependent Volatility by Schwellnus, Adrian

    Published 2019
    Other Authors: “…Backwell, Alex…”
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    Implementation of Bivariate Unspanned Stochastic Volatility Models by Cullinan, Cian

    Published 2019
    Other Authors: “…Backwell, Alex…”
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    Level Dependence in Volatility in Linear-Rational Term Structure Models by Ramnarayan, Kalind

    Published 2020
    Other Authors: “…Backwell, Alex…”
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    Pricing with Bivariate Unspanned Stochastic Volatility Models by Wort, Joshua

    Published 2020
    Other Authors: “…Backwell, Alex…”
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    The Lifted Heston Stochastic Volatility Model by Broodryk, Ryan

    Published 2021
    Other Authors: “…Backwell, Alex…”
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    Calibrating Term Structure Models to an Initial Yield Curve by Sylvester, Matthew

    Published 2021
    Other Authors: “…Backwell, Alex…”
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    Interest-Rate Option Pricing Accounting For Jumps At Deterministic Times by Allman, Timothy

    Published 2022
    Other Authors: “…Backwell, Alex…”
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    Credit default swaps in a roll-over risk framework by Petersen, Nicholas

    Published 2022
    Other Authors: “…Backwell, Alex…”
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    An application of short rate modelling involving roll-over risk to caplet pricing by Montgomery, Thomas

    Published 2022
    Other Authors: “…Backwell, Alex…”
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    Accounting for roll-over risk in the pricing of caps and floors by Vidima, Sizwe

    Published 2023
    Other Authors: “…Backwell, Alex…”
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    The Effects of Dilutions and Payout Policy on Equity- and Stock-linked Call Options on a Firm with Leverage by Brill, Nicola

    Published 2023
    Other Authors: “…Backwell, Alex…”
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    An introduction to interest rate jumps at deterministic times by Bastick, Kirk

    Published 2023
    Other Authors: “…Backwell, Alex…”
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    Implementing short-rate models with jumps at deterministic times by Shibduth, Darvesh Yogandar

    Published 2023
    Other Authors: “…Backwell, Alex…”
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    Does default risk rule out covered interest arbitrage? by Mampuru, Tebogo

    Published 2026
    Other Authors: “…Backwell, Alex…”
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