Concepedia

David R. Beaglehole

DR

4

Publications

440

Citations

4

H-Index

1991

Active since

Affiliations

Goldman Sachs (United States)(Current)

David R. Beaglehole is an author at Goldman Sachs (United States) specializing in finance, business, and engineering.

Top concepts

FinanceBusinessEngineeringAsset PricingOption PricingEconomicsInsuranceManagementSimulationStatistics

Publications per year

1991–1997

4

Publications

4

Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class

Robert H. Litzenberger, David R. Beaglehole, Craig E. Reynolds · The Journal of Portfolio Management · 1996 · 152 citations

Catastrophe Reinsurance-linked Securities, Engineering, Financial Risk Management +7

General Solutions of Some Interest Rate-Contingent Claim Pricing Equations

David R. Beaglehole, Mark S. Tenney · The Journal of Fixed Income · 1991 · 139 citations

Mathematical Programming, Option Pricing, Asset Pricing +6

Corrections and additions to ‘a nonlinear equilibrium model of the term structure of interest rates’

David R. Beaglehole, Mark S. Tenney · Journal of Financial Economics · 1992 · 89 citations

Economics, Term Structure Model, Nonlinear Equilibrium Model +8

Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation

David R. Beaglehole, Philip H. Dybvig, Guofu Zhou · Financial Analysts Journal · 1997 · 60 citations

Engineering, Monte Carlo Methods, Simulation +17

Rows per page

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