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More Mathematical Finance
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More Mathematical Finance (2012)More Mathematical FinancePrinciples of Financial Engineering (2015)Principles of Financial Engin…Quantitative Risk Management (2012)Quantitative Risk ManagementStochastic Finance (2011)Stochastic FinanceQuantitative Risk Management (2011)Quantitative Risk ManagementPrinciples of Financial Engineering (2008)Principles of Financial Engin…The Mathematics of Arbitrage (2006)The Mathematics of ArbitrageInterest Rate Models — Theory and Practice (2006)Interest Rate Models — Theory…Theory of rational option pricing (2005)Theory of rational option pri…Martingale Methods in Financial Modelling (2005)Martingale Methods in Financi…Stochastic calculus for finance (2004)Stochastic calculus for finan…Stochastic Calculus for Finance I (2004)Stochastic Calculus for Finan…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Monte Carlo Methods in Financial Engineering (2003)Monte Carlo Methods in Financ…Interest Rate Models Theory and Practice (2001)Interest Rate Models Theory a…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The Random Character of Stock Market Prices (1968)THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES (1969)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Modelling Extremal Events (1997)Coherent Measures of Risk (1999)An Introduction to Statistical Modeling of Extreme Values (2001)Goodness-of-fit tests for copulas: A review and a power study (2007)GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS (2012)Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach (2012)Pricing and Hedging Spread Options (2003)A Benchmark Approach to Quantitative Finance (2006)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)Arbitrage Theory in Continuous Time (1998)Arbitrage Theory in Continuous Time (2004)Facts and Fantasies about Commodity Futures (2006)Multilevel Monte Carlo Path Simulation (2008)Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Simulation Modeling and Analysis (2016)Factor copula models for multivariate data (2013)COHERENCE AND ELICITABILITY (2014)Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets? (2018)Option pricing: A simplified approach (1979)Optimization Methods in Finance (2006)Waiting for News in the Market for Lemons (2012)War Signals: A Theory of Trade, Trust, and Conflict (2013)OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK (2011)Risk management with expectiles (2015)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,176 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 2003Monte Carlo Methods in Financial Engineering3,829 cited
  • 2001Interest Rate Models Theory and Practice1,148 cited
  • 2011Quantitative Risk Management998 cited
  • 2011Stochastic Finance424 cited
  • 2012Quantitative Risk Management374 cited
  • 2004Stochastic calculus for finance365 cited
  • 2005Martingale Methods in Financial Modelling335 cited
  • 2006The Mathematics of Arbitrage187 cited
  • 2004Stochastic Calculus for Finance I163 cited
  • 2015Principles of Financial Engineering103 cited
  • 2006Interest Rate Models — Theory and Practice62 cited
  • 2008Principles of Financial Engineering42 cited

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