Concepedia

Rupert Brotherton-Ratcliffe

RB

Statistics

Publications

5

Citations

472

H-Index

5

Active since

1994

Affiliations

Rockefeller University(Current)

Rupert Brotherton-Ratcliffe is an author at Rockefeller University specializing in finance, business, and financial economics.

Publications per year

1994–2005

5

Publications

5

The equity option volatility smile: an implicit finite-difference approach

Leif B. G. Andersen, Rupert Brotherton-Ratcliffe · The Journal of Computational Finance · 1997 · 201 citations

, , +17

Extended Libor market models with stochastic volatility

Leif B. G. Andersen, Rupert Brotherton-Ratcliffe · The Journal of Computational Finance · 2005 · 119 citations

, , +17

Extended Libor Market Models with Stochastic Volatility

Leif B. G. Andersen, Rupert Brotherton-Ratcliffe · SSRN Electronic Journal · 2001 · 86 citations · Full text

, , +17

The passport option

Leif B. G. Andersen, Jesper Andreasen, Rupert Brotherton-Ratcliffe · The Journal of Computational Finance · 1998 · 52 citations

, , +13

Credit Loss Distributions and Required Capital For Derivatives Portfolios

Ben Iben, Rupert Brotherton-Ratcliffe · The Journal of Fixed Income · 1994 · 14 citations

, , +16

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