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Piterbarg, Vladimir


 SSRN Author Rank: 151 by Downloads
 

Independent


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 United States
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. Piterbarg, Vladimir's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
49,743
Total
Citations
134
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Piterbarg, Vladimir
Independent
Posted:
30 Aug 03
11,361
(172)
13

2.  
Piterbarg, Vladimir
Independent
Posted:
05 Apr 05
6,721
(465)
16

3.  
Piterbarg, Vladimir
Independent
Posted:
24 Nov 03
6,042
(563)
21

4.  
Piterbarg, Vladimir
Independent
Posted:
06 Jun 06
4,985
(773)
15

5.  
Piterbarg, Vladimir
Independent
Renedo, Marco
Bank of America - Quantitative Research
Posted:
28 Oct 04
4,462
(941)
4

6.  
Risk Sensitivities of Bermuda Swaptions | Show Abstract | Download This Paper | Open PDF in Browser |
Bank of America Working Paper
Number of Pages in PDF File: 45
Piterbarg, Vladimir
Independent
Posted:
24 Mar 03
3,968
(1,164)
4

7.  
Andersen, Leif B. G.
Bank of America Merrill Lynch
Piterbarg, Vladimir
Independent
Posted:
29 Jun 04
3,774
(1,261)
35

8.  
Piterbarg, Vladimir
Independent
Posted:
07 May 03
2,460
(2,746)
16

9.  
Antonov, Alexandre
Numerix
Misirpashaev, Timur
Merrill Lynch & Co.
Piterbarg, Vladimir
Independent
Posted:
28 Jun 07
2,095
(3,607)
8

10.  
Piterbarg, Vladimir
Independent
Posted:
06 May 03
1,725
(5,026)
1

11.  
Piterbarg, Vladimir
Independent
Posted:
25 Mar 03
1,101
(10,753)
 

12.  
Antonov, Alexandre
Numerix
Piterbarg, Vladimir
Independent
Posted:
08 Oct 13
Last Revised:
29 Oct 14
496
(34,070)
 

13.  
Piterbarg, Vladimir
Independent
Posted:
01 May 13
478
(35,913)
1

14.  
Piterbarg, Vladimir
Independent
Posted:
14 Feb 15
Last Revised:
23 Feb 15
75
(206,088)
 

15.  
A New Framework for Dynamic Credit Portfolio Loss Modelling | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 11, No. 2, pp. 163-197, 2008
Sidenius, Jakob
Independent
Piterbarg, Vladimir
Independent
Andersen, Leif B. G.
Bank of America Merrill Lynch
Posted:
30 Nov 09
 

16.  
Pricing and Hedging Callable Libor Exotics in Forward Libor Models | Show Abstract |
Journal of Computational Finance, Vol. 8, No. 2, pp. 65-119, Winter 2004/05
Piterbarg, Vladimir
Independent
Posted:
28 Apr 05
 


Records 1 - 16 of 16 matches
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