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Dempster, M. A. H.


 SSRN Author Rank: 2,732 by Downloads
 

University of Cambridge - Centre for Financial Research


 Centre for Mathematical Sciences
 Wilberforce Road
 Cambridge, CB3 0WA
 United Kingdom
 email address
 

Cambridge Systems Associates Limited


 5-7 Portugal Place
 Cambridge, CB5 8AF
 United Kingdom
 email address

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. Dempster, M. A. H.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
8,825
Total
Citations
42
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Hutton, J.P.
Nomura Holdings, Inc. (NHI)
Posted:
06 Dec 97
2,255
(3,291)
6

2.  
Consigli, Giorgio
Credito Italiano
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Posted:
19 Mar 98
1,348
(8,003)
8

3.  
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Hutton, J.P.
Nomura Holdings, Inc. (NHI)
Posted:
28 Jul 97
785
(18,669)
5

4.  
The Joy of Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
FINRISK Working Paper No. 374
Number of Pages in PDF File: 6
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Evstigneev, Igor V.
University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner
University of Manchester - Department of Economics
Posted:
28 Apr 07
694
(22,334)
2

5.  
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Hutton, J.P.
Nomura Holdings, Inc. (NHI)
Posted:
06 Dec 97
669
(23,477)
5

6.  
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Schenk-Hoppé, Klaus Reiner
University of Manchester - Department of Economics
Evstigneev, Igor V.
University of Manchester - Economics, School of Social Sciences
Posted:
11 Apr 02
550
(30,808)
8

7.  
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Evans, Jack L.
eValue FE
Medova, Elena
University of Cambridge - Centre for Financial Research
Posted:
07 Aug 13
464
(38,400)
 

8.  
Prospective Earnings per Share | Show Abstract | Download This Paper | Open PDF in Browser |
University of Cambridge, Judge Institute of Management Working Paper No. 06/2004
Number of Pages in PDF File: 65
Bates, Graham
University of Cambridge - Judge Business School
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Go, Hok
University of Cambridge - Judge Business School
Yong, Yee Sook
University of Cambridge - Judge Business School
Posted:
21 Feb 05
437
(41,421)
 

9.  
Growing Wealth with Fixed-Mix Strategies | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 09-37
Number of Pages in PDF File: 34
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Evstigneev, Igor V.
University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner
University of Manchester - Department of Economics
Posted:
28 Sep 09
Last Revised:
14 Dec 09
416
(44,012)
1

10.  
Volatility-Induced Financial Growth | Show Abstract | Download This Paper | Open PDF in Browser |
FINRISK Working Paper No. 131
Number of Pages in PDF File: 23
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Evstigneev, Igor V.
University of Manchester - Economics, School of Social Sciences
Schenk-Hoppé, Klaus Reiner
University of Manchester - Department of Economics
Posted:
14 Jun 07
396
(46,732)
5

11.  
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Medova, Elena
University of Cambridge - Centre for Financial Research
Tang, Ke
Renmin University of China
Posted:
27 Mar 08
Last Revised:
15 Dec 10
267
(73,760)
 

12.  
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Tang, Ke
Renmin University of China
Posted:
24 Aug 09
143
(134,464)
1

13.  
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Kloppers, Dwayne
Alexander Forbes Financial Services (Pty) Ltd
Osmolovskiy, Igor
Cambridge Systems Associates Limited
Medova, Elena
University of Cambridge - Centre for Financial Research
Ustinov, Philipp
Cambridge Systems Associates Limited
Posted:
29 Mar 15
Last Revised:
01 Apr 15
112
(163,041)
 

14.  
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Thompson, R. T.
University of Cambridge
Posted:
27 Nov 97
94
(184,281)
1

15.  
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Thompson, R. T.
University of Cambridge
Posted:
19 Nov 97
93
(185,549)
 

16.  
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Medova, Elena
University of Cambridge - Centre for Financial Research
Yee Sook
Credit Suisse AG, Singapore
Posted:
31 Dec 14
Last Revised:
03 Jan 15
49
(263,249)
 

17.  
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Medova, Elena
University of Cambridge - Centre for Financial Research
Yee Sook
Credit Suisse AG, Singapore
Posted:
08 Jan 15
24
(339,511)
 

18.  
A Practical Robust Long Term Yield Curve Model | Show Abstract | Download This Paper | Open PDF in Browser |
High Performance Computing in Finance, J Kanniainen, J Keane and E Vynckier, eds. Chapman & Hall CRC Financial Mathematics Series (2015), Forthcoming
Number of Pages in PDF File: 37
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Medova, Elena
University of Cambridge - Centre for Financial Research
Osmolovskiy, Igor
Cambridge Systems Associates Limited
Ustinov, Philipp
Cambridge Systems Associates Limited
Posted:
02 Jul 15
Last Revised:
03 Jul 15
19
(361,550)
 

19.  
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Medova, Elena
University of Cambridge - Centre for Financial Research
Tang, Ke
Tsinghua University - School of Economics & Management
Posted:
30 Jul 15
10
(402,775)
 

20.  
Pricing American Options Fitting the Smile | Show Abstract |
Mathematical Finance, Vol. 10, No. 2, April 2000
Dempster, M. A. H.
University of Cambridge - Centre for Financial Research
Richards, Darren G.
University of Cambridge - Judge Business School
Posted:
17 Mar 01
 


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