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Dowd, Kevin
69
Blake, David
19
Sorwar, Ghulam
12
Cairns, Andrew J.G.
9
Cairns, Andrew
7
Cotter, John
7
Barone-Adesi, Giovanni
4
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3
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2
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2
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2
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1
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1
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
Insurance / Mathematics & economics
6
Southern economic journal
5
Financial analysts' journal : FAJ
4
Journal of money, credit and banking : JMCB
4
The journal of portfolio management : a publication of Institutional Investor
4
Applied financial economics
3
Journal of macroeconomics
3
Economic affairs : journal of the Institute of Economic Affairs
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of financial services research : JFSR
2
Risk : managing risk in the world's financial markets
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of futures markets
2
Applied mathematical finance
1
Banking and finance review
1
Finance : revue de l'Association Française de Finance
1
Finance and development : F&D ; a quarterly publication of The International Monetary Fund
1
Financial history review
1
Global finance journal
1
Journal of agricultural economics
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of common market studies : JCMS
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of forecasting
1
Journal of institutional and theoretical economics : JITE
1
Journal of political economy
1
Kredit und Kapital
1
Macroeconomic dynamics
1
Managerial auditing journal
1
National Institute economic review
1
Oxford economic papers
1
Qualityworld : QW
1
Review of quantitative finance and accounting
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
The Canadian journal of economics
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
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OLC EcoSci
ECONIS (ZBW)
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RePEc
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BASE
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USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
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EconStor
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Spectral Risk Measures: Properties and Limitations
Dowd, Kevin
;
Cotter, John
;
Sorwar, Ghulam
- In:
Journal of financial services research : JFSR
34
(
2008
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10008075716
Saved in:
2
Option pricing under non-normality: a comparative analysis
Mozumder, Sharif
;
Sorwar, Ghulam
;
Dowd, Kevin
- In:
Review of quantitative finance and accounting
40
(
2013
)
2
,
pp. 273-292
Persistent link: https://www.econbiz.de/10010066569
Saved in:
3
Implied derivative security prices based two-factor interest model: a UK application
Sorwar, Ghulam
- In:
Applied financial economics
15
(
2005
)
10
,
pp. 739
Persistent link: https://www.econbiz.de/10007641398
Saved in:
4
Implied option prices from the continuous time CKLS interest rate model: an application to the UK
Ben Nowman, K.
;
Sorwar, Ghulam
- In:
Applied financial economics
13
(
2003
)
3
,
pp. 191-198
Persistent link: https://www.econbiz.de/10007657258
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5
Valuation of derivatives based on single-factor interest rate models
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
;
Allegretto, Walter
- In:
Global finance journal
18
(
2007
)
2
,
pp. 251-269
Persistent link: https://www.econbiz.de/10007869963
Saved in:
6
Pricing UK and US securities within the CKLS model: Further results
Nowman, K.Ben
;
Sorwar, Ghulam
- In:
International review of financial analysis
8
(
1999
)
3
,
pp. 235-246
Persistent link: https://www.econbiz.de/10007182534
Saved in:
7
A new approach to check the free boundary of single factor interest rate put option
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Dinenis, Elias
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 153-168
Persistent link: https://www.econbiz.de/10009918841
Saved in:
8
Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
- In:
Applied mathematical finance
18
(
2011
)
4
,
pp. 277-290
Persistent link: https://www.econbiz.de/10009988443
Saved in:
9
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22
,
pp. 1679-1690
Persistent link: https://www.econbiz.de/10009252625
Saved in:
10
Value at risk under jump GARCH processes
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
- In:
Banking and finance review
2
(
2010
)
1
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009956430
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