Nick Webber

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 23,362

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Top 23,362

in Total Papers Downloads

2,001

CITATIONS

3

Scholarly Papers (9)

1.

Copula Methods and the Analysis of Credit Risk

Number of pages: 31 Posted: 17 Sep 2007
David T. Hamilton, Jessica James and Nick Webber
Moody's Analytics, Risk Advisory Group and University of Warwick - Warwick Business School
Downloads 809 (29,050)
Citation 2

Abstract:

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credit risk management, default correlation, copula

2.

The Implementation of a Rating-Risk Based Credit Risk Model

EFMA 2003 Helsinki Meetings
Number of pages: 41 Posted: 04 Jun 2003
Meng-Lan Yueh and Nick Webber
National Chengchi University and University of Warwick - Warwick Business School
Downloads 692 (36,019)
Citation 1

Abstract:

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rating-based credit risk models, model implementation, three-dimensional lattice

3.

Very High Order Lattice Methods for One Factor Models

Number of pages: 27 Posted: 15 Feb 2001
Jonathan Alford and Nick Webber
University of Warwick - Warwick Business School and University of Warwick - Warwick Business School
Downloads 466 (60,078)
Citation 1

Abstract:

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Lattice, Multinomial, Derivatives, Heptanomial

4.

A Practice Approach to Modelling Stakeholder Attributes and Their Dynamic Behaviour

Number of pages: 61 Posted: 07 Mar 2016
Panagiotis Andrikopoulos and Nick Webber
Centre for Financial and Corporate Integrity (CFCI), Coventry University and University of Warwick - Warwick Business School
Downloads 34 (446,408)

Abstract:

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stakeholder theory, dynamics modelling, interactive practices, isomorphism, legitimacy

5.

Understanding Time-Inconsistent Heterogeneous Preferences in Economics and Finance: A Practice Theory Approach

Annals of Operation Research, Forthcoming
Posted: 17 Apr 2018
Panagiotis Andrikopoulos and Nick Webber
Centre for Financial and Corporate Integrity (CFCI), Coventry University and University of Warwick - Warwick Business School

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Intertemporal Choice, Time-Inconsistent Preferences, Multiple Selves, Disposition Effect, Decision Theory

6.

Interest Rate Models on Lie Groups

Quantitative Finance, First published on: 11 May 2010
Posted: 23 Apr 2014
Seoul National University, Durham Business School, Durham University and University of Warwick - Warwick Business School

Abstract:

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7.

A Theory of the Term Structure with an Official Short Rate

Financial Options Research Centre Working Paper No. 94/49, May 1994
Posted: 10 Oct 1998
Simon H. Babbs and Nick Webber
The Options Clearing Corporation and University of Warwick - Warwick Business School

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8.

Term Structure Modelling Under Alternative Official Regimes

95/61
Posted: 03 Jul 1998
Simon H. Babbs and Nick Webber
The Options Clearing Corporation and University of Warwick - Warwick Business School

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9.

A Non-Linear Model of the Term Structure of Interest Rates

Posted: 28 Apr 1998
Nick Webber and Julian Tice
University of Warwick - Warwick Business School and University of Warwick

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