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Alex Backwell
Alex Backwell
AIFMRM, UCT
Verified email at uct.ac.za
Title
Cited by
Cited by
Year
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
182019
State prices and implementation of the recovery theorem
A Backwell
Journal of Risk and Financial Management 8 (1), 2-16, 2015
182015
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
162022
Unspanned stochastic volatility from an empirical and practical perspective
A Backwell
Journal of Banking & Finance 122, 105993, 2021
42021
On buybacks, dilutions, dividends, and the pricing of stock‐based claims
A Backwell, TA McWalter, PH Ritchken
Mathematical Finance 32 (1), 273-308, 2022
32022
Bivariate unspanned stochastic volatility models
A Backwell
Available at SSRN 2818372, 2017
22017
Lost in the Libor Transition
A Backwell, A Macrina, E Schlögl, D Skovmand
Available at SSRN 4575993, 2023
12023
An Intuitive Introduction to Finance and Derivatives: Concepts, Terminology and Models
A Backwell
Springer Nature, 2023
12023
Regression-based estimation of heteroscedastic term structure models
M Aidoo, A Backwell, J Hayes
Available at SSRN 4723002, 2024
2024
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
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