| Term rates, multicurve term structures and overnight rate benchmarks: A roll-over risk approach A Backwell, A Macrina, E Schlögl, D Skovmand Frontiers of Mathematical Finance, 2019 | 18 | 2019 |
| State prices and implementation of the recovery theorem A Backwell Journal of Risk and Financial Management 8 (1), 2-16, 2015 | 17 | 2015 |
| Expected and unexpected jumps in the overnight rate: consistent management of the libor transition A Backwell, J Hayes Journal of Banking & Finance 145, 106669, 2022 | 16 | 2022 |
| Unspanned stochastic volatility from an empirical and practical perspective A Backwell Journal of Banking & Finance 122, 105993, 2021 | 4 | 2021 |
| On buybacks, dilutions, dividends, and the pricing of stock‐based claims A Backwell, TA McWalter, PH Ritchken Mathematical Finance 32 (1), 273-308, 2022 | 3 | 2022 |
| Bivariate unspanned stochastic volatility models A Backwell Available at SSRN 2818372, 2017 | 2 | 2017 |
| An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology and Models A Backwell Springer Nature, 2023 | 1 | 2023 |
| Regression-based estimation of heteroscedastic term structure models M Aidoo, A Backwell, J Hayes Available at SSRN 4723002, 2024 | | 2024 |
| Lost in the Libor Transition A Backwell, A Macrina, E Schlögl, D Skovmand Available at SSRN 4575993, 2023 | | 2023 |
| Throwing away a billion yuan, real or rand: the cost of sub-optimal hedging in high interest-rate environments A Backwell, R Rudd Applied Economics 55 (18), 2060-2069, 2023 | | 2023 |
| Modelling, Pricing, and Hedging A Backwell An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology …, 2022 | | 2022 |
| Asset Pricing A Backwell An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology …, 2022 | | 2022 |
| Market Pricing and Market Efficiency A Backwell An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology …, 2022 | | 2022 |
| Introduction to Derivatives A Backwell An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology …, 2022 | | 2022 |
| Modern Portfolio Theory A Backwell An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology …, 2022 | | 2022 |
| Arbitrage-and Model-Free Pricing Methods A Backwell An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology …, 2022 | | 2022 |
| Risk and Expected Utility A Backwell An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology …, 2022 | | 2022 |
| Volatility Level Dependence and Linear-Rational Term Structure Models A Backwell, K Ramnarayan Emerging Markets Finance and Trade 58 (13), 3622-3638, 2022 | | 2022 |
| Term structure models with unspanned factors and unspanned stochastic volatility A Backwell Available at SSRN 3285254, 2018 | | 2018 |
| Generalised Additive-Gaussian Models of the Term Structure A Backwell SSRN, 2015 | | 2015 |
Erik SchlöglProfessor, School of Mathematical and Physical Sciences, University of Technology SydneyVerified email at uts.edu.au
