Louis Scott

Morgan Stanley - United Kingdom Office

Cabot Square, Canary Whart

London, E14 4QW

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

842

SSRN CITATIONS
Rank 41,085

SSRN RANKINGS

Top 41,085

in Total Papers Citations

0

CROSSREF CITATIONS

18

Scholarly Papers (8)

1.

Stochastic Volatility and Jumps in Interest Rates: An International Analysis

Number of pages: 43 Posted: 25 Mar 2005
Ren-Raw Chen and Louis Scott
Fordham University - Gabelli School of Business and Morgan Stanley - United Kingdom Office
Downloads 328 (118,359)
Citation 12

Abstract:

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Stochastic Volatility, Jumps, Interest Rates, International

2.

Pricing Floating-Rate Debt and Related Interest-Rate Options

Number of pages: 22 Posted: 15 Feb 2006
Louis Scott
Morgan Stanley - United Kingdom Office
Downloads 180 (212,954)

Abstract:

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3.

The Information Content of Prices in Derivative Security Markets

Number of pages: 42 Posted: 15 Feb 2006
Louis Scott
Morgan Stanley - United Kingdom Office
Downloads 173 (220,305)

Abstract:

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4.

Financial Market Volatility and the Implications for Market Regulation: A Survey

Number of pages: 68 Posted: 15 Feb 2006
Louis Scott
Morgan Stanley - United Kingdom Office
Downloads 161 (234,116)

Abstract:

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5.

Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model

Journal of Real Estate Finance and Economics, Vol. 27, No. 2
Posted: 20 Mar 2003
Ren-Raw Chen and Louis Scott
Fordham University - Gabelli School of Business and Morgan Stanley - United Kingdom Office

Abstract:

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interest rates, term structure, Kalman filter

6.

Interest Rate Options in Multifactor Cox-Ingersoll-Ross Models of the Term Structure

THE J. OF DERIVATIVES, Vol. 3 No. 2, Winter 1995
Posted: 27 Oct 1999
Ren-Raw Chen and Louis Scott
Fordham University - Gabelli School of Business and Morgan Stanley - United Kingdom Office

Abstract:

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8.

Interest Rate Options in Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure

Posted: 25 Aug 1998
Ren-Raw Chen and Louis Scott
Fordham University - Gabelli School of Business and Morgan Stanley - United Kingdom Office

Abstract:

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