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David C. Shimko · Study

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David C. Shimko

5 works· latest 1999· 2 institutionscluster: provisional

h-index5

i105

Citations440

Works here5

92

93

94

99

Most cited in this library

The Pricing of Risky Debt When Interest Rates are Stochastic1993 · 191 citations
Options on futures spreads: Hedging, speculation, and valuation1994 · 86 citations
Credit risk models and management1999 · 80 citations
Finance in Continuous Time: A Primer.1992 · 46 citations
The Valuation of Multiple Claim Insurance Contracts1992 · 37 citations

Works

5 shown

Credit risk models and management

·1999·1 author

80citations

Options on futures spreads: Hedging, speculation, and valuation

Journal of Futures Markets·1994·1 author

86citations

The Pricing of Risky Debt When Interest Rates are Stochastic

The Journal of Fixed Income·1993·3 authors

191citations

Finance in Continuous Time: A Primer.

The Journal of Finance·1992·2 authors

46citations

The Valuation of Multiple Claim Insurance Contracts

Journal of Financial and Quantitative Analysis·1992·1 author

37citations