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
Bivariate unspanned stochastic volatility models
A Backwell
Available at SSRN 2818372, 2017
22017
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
12019
Unspanned stochastic volatility from an empirical and practical perspective
A Backwell
Journal of Banking & Finance 122, 105993, 2021
2021
On Buybacks, Dilutions, Dividends, and the Pricing of Stock-Based Claims
A Backwell, T McWalter, PH Ritchken
Dilutions, Dividends, and the Pricing of Stock-Based Claims (July 19, 2019), 2019
2019
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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