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Piterbarg, Vladimir


 SSRN Author Rank: 141 by Downloads
 Head of Fixed Income Quantitative Research
 

Barclays Capital


 London EC3P 3AH
 United Kingdom
 email address

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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
48,965
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
Barclays Capital
Posted:
30 Aug 03
11,330
(155)
13

2.  
Piterbarg, Vladimir
Barclays Capital
Posted:
05 Apr 05
6,708
(430)
16

3.  
Piterbarg, Vladimir
Barclays Capital
Posted:
24 Nov 03
6,022
(531)
21

4.  
Piterbarg, Vladimir
Barclays Capital
Posted:
06 Jun 06
4,970
(731)
15

5.  
Piterbarg, Vladimir
Barclays Capital
Renedo, Marco
Bank of America - Quantitative Research
Posted:
28 Oct 04
4,298
(927)
4

6.  
Risk Sensitivities of Bermuda Swaptions | Show Abstract | Download |
Bank of America Working Paper
Working Paper Series
Piterbarg, Vladimir
Barclays Capital
Posted:
24 Mar 03
3,911
(1,101)
4

7.  
Andersen, Leif B. G.
Bank of America Merrill Lynch
Piterbarg, Vladimir
Barclays Capital
Posted:
29 Jun 04
3,740
(1,183)
35

8.  
Piterbarg, Vladimir
Barclays Capital
Posted:
07 May 03
2,423
(2,612)
16

9.  
Antonov, Alexandre
Numerix
Misirpashaev, Timur
Merrill Lynch & Co.
Piterbarg, Vladimir
Barclays Capital
Posted:
28 Jun 07
2,060
(3,423)
8

10.  
Piterbarg, Vladimir
Barclays Capital
Posted:
06 May 03
1,703
(4,751)
1

11.  
Piterbarg, Vladimir
Barclays Capital
Posted:
25 Mar 03
1,089
(10,134)
 

12.  
Piterbarg, Vladimir
Barclays Capital
Posted:
01 May 13
375
(45,050)
1

13.  
Antonov, Alexandre
Numerix
Piterbarg, Vladimir
Barclays Capital
Posted:
08 Oct 13
Last Revised:
29 Oct 14
336
(51,581)
 

14.  
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
Accepted Paper Series
Sidenius, Jakob
Independent
Piterbarg, Vladimir
Barclays Capital
Andersen, Leif B. G.
Bank of America Merrill Lynch
Posted:
30 Nov 09
 

15.  
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
Accepted Paper Series
Piterbarg, Vladimir
Barclays Capital
Posted:
28 Apr 05
 


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