Robert A. Jones

Simon Fraser University (SFU) - Department of Economics

8888 University Drive

Burnaby, British Columbia V5A 1S6

Canada

SCHOLARLY PAPERS

9

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Top 17,259

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3,304

SSRN CITATIONS
Rank 34,143

SSRN RANKINGS

Top 34,143

in Total Papers Citations

14

CROSSREF CITATIONS

9

Scholarly Papers (9)

1.

An Empirical Comparison of Convertible Bond Valuation Models

Number of pages: 54 Posted: 25 Jun 2007 Last Revised: 18 Oct 2009
Yuriy Zabolotnyuk, Robert A. Jones and Chris Veld
Carleton University, Simon Fraser University (SFU) - Department of Economics and Monash University
Downloads 2,085 (8,278)
Citation 9

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convertible bonds, credit risk, Ayache-Forsyth-Vetzal model, Brennan-Schwartz model, Tsiveriotis-Fernandes model

2.

Derivatives Clearing, Default Risk, and Insurance

Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 39 Posted: 28 Feb 2008 Last Revised: 14 Mar 2013
Robert A. Jones and Christophe Pérignon
Simon Fraser University (SFU) - Department of Economics and HEC Paris - Finance Department
Downloads 695 (42,977)
Citation 2

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Derivatives Exchanges, Clearing House, Default Risk, Systemic Risk

3.

Asset Correlation and Credit Quality: The Basel Assumption

Number of pages: 26 Posted: 13 Aug 2012 Last Revised: 02 Jan 2013
Mohammad Zanganeh and Robert A. Jones
BMO Financial Group and Simon Fraser University (SFU) - Department of Economics
Downloads 237 (150,762)

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Asset correlation, Default probability, Credit Quality, Basel Accord, Equicorrelation, Maximum likelihood estimate

Credit Exposure and Valuation of Revolving Credit Lines

Journal of Derivatives, Vol. 22, No.4, 37-53
Number of pages: 40 Posted: 30 Oct 2010 Last Revised: 09 Jun 2020
Robert A. Jones and Yan Wendy Wu
Simon Fraser University (SFU) - Department of Economics and Wilfrid Laurier University
Downloads 159 (216,751)
Citation 1

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Revolving Credit Line, Credit Risk, Default, Capital Adequacy

Credit Exposure and Valuation of Revolving Credit Lines

Journal of Derivatives, Vol. 22, No.4, 37-53
Number of pages: 40 Posted: 19 Aug 2011 Last Revised: 09 Jun 2020
Yan Wendy Wu and Robert A. Jones
Wilfrid Laurier University and Simon Fraser University (SFU) - Department of Economics
Downloads 59 (421,298)

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revolving credit line, credit risk, default, capital adequacy

5.

Estimation of Equicorrelated Diffusions from Incomplete Data

Number of pages: 26 Posted: 10 Nov 2011
Robert A. Jones and Mohammad Zanganeh
Simon Fraser University (SFU) - Department of Economics and BMO Financial Group
Downloads 45 (467,804)
Citation 1

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Maximum likelihood, Equicorrelation, Correlated diffusions, Wiener process, Missing data

6.

Valuing Employee Stock Options with Exogenous and Endogenous Early Exercise

Number of pages: 19 Posted: 13 Mar 2017
Yan Wendy Wu and Robert A. Jones
Wilfrid Laurier University and Simon Fraser University (SFU) - Department of Economics
Downloads 20 (600,926)

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Employee Stock option, Option pricing, Employee compensation

7.

Executive Compensation, Earnings Management and Shareholder Litigation

Review of Quantitative Finance and Accounting, Vol. 35, No. 1, 2010
Number of pages: 32 Posted: 07 Nov 2010 Last Revised: 09 Jun 2020
Yan Wendy Wu and Robert A. Jones
Wilfrid Laurier University and Simon Fraser University (SFU) - Department of Economics
Downloads 3 (723,199)
Citation 5

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Compensation, Stock Options, Fraud, Shareholder Lawsuits

8.

Derivatives Clearing, Default Risk, and Insurance

Journal of Risk and Insurance, Vol. 80, Issue 2, pp. 373-400, 2013
Number of pages: 28 Posted: 22 May 2013
Robert A. Jones and Christophe Pérignon
Simon Fraser University (SFU) - Department of Economics and HEC Paris - Finance Department
Downloads 1 (744,969)
Citation 4
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9.

Mortgage Contracts, Strategic Options and Stochastic Collateral

Posted: 30 Jun 2002
Robert A. Jones and David B. Nickerson
Simon Fraser University (SFU) - Department of Economics and Ryerson University, TGSM

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regulated brownian motion, real options, differential games