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Alex Backwell
Alex Backwell
AIFMRM, UCT
Verified email at uct.ac.za
Title
Cited by
Cited by
Year
State prices and implementation of the recovery theorem
A Backwell
Journal of Risk and Financial Management 8 (1), 2-16, 2015
142015
Term rates, multicurve term structures and overnight rate benchmarks: A roll-over risk approach
A Backwell, A Macrina, E Schlögl, D Skovmand
Multicurve Term Structures and Overnight Rate Benchmarks: a Roll-Over Risk …, 2019
82019
Unspanned stochastic volatility from an empirical and practical perspective
A Backwell
Journal of Banking & Finance 122, 105993, 2021
22021
Bivariate unspanned stochastic volatility models
A Backwell
Available at SSRN 2818372, 2017
22017
On buybacks, dilutions, dividends, and the pricing of stock‐based claims
A Backwell, TA McWalter, PH Ritchken
Mathematical Finance 32 (1), 273-308, 2022
12022
Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition
A Backwell, J Hayes
Available at SSRN 3989108, 2021
12021
Volatility Level Dependence and Linear-Rational Term Structure Models
A Backwell, K Ramnarayan
Emerging Markets Finance and Trade, 1-17, 2022
2022
Throwing away a billion yuan, real or rand: the cost of sub-optimal hedging in high interest-rate environments
A Backwell, R Rudd
Available at SSRN 4035305, 2021
2021
Term structure models with unspanned factors and unspanned stochastic volatility
A Backwell
Available at SSRN 3285254, 2018
2018
Recovery theorem: expounded and applied
A Backwell
University of Cape Town, 2014
2014
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Articles 1–10