Louis Scott

Morgan Stanley - United Kingdom Office

Cabot Square, Canary Whart

London, E14 4QW

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

818

SSRN CITATIONS
Rank 33,993

SSRN RANKINGS

Top 33,993

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 322 (95,520)
Citation 12

Abstract:

Loading...

Stochastic Volatility, Jumps, Interest Rates, International

2.

The Information Content of Prices in Derivative Security Markets

IMF Working Paper No. 91/132
Number of pages: 42 Posted: 15 Feb 2006
Louis Scott
Morgan Stanley - United Kingdom Office
Downloads 171 (178,955)

Abstract:

Loading...

3.

Pricing Floating-Rate Debt and Related Interest-Rate Options

IMF Working Paper No. 90/7
Number of pages: 22 Posted: 15 Feb 2006
Louis Scott
Morgan Stanley - United Kingdom Office
Downloads 167 (182,650)

Abstract:

Loading...

4.

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

IMF Working Paper No. 90/112
Number of pages: 68 Posted: 15 Feb 2006
Louis Scott
Morgan Stanley - United Kingdom Office
Downloads 158 (191,481)

Abstract:

Loading...

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:

Loading...

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:

Loading...

Abstract:

Loading...

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:

Loading...