Concepedia
Statistics
Publications
7
Citations
422
H-Index
Active since
1995
Affiliations
University of Warwick(Current)
London South Bank University
Simon H. Babbs is an author at University of Warwick specializing in economics, business, and finance.
Top concepts
FinanceBusinessEconomicsStatisticsEconometricsEngineeringAsset PricingMacroeconomicsMonetary PolicyState Estimation
Publications per year
1995–2000
Kalman Filtering of Generalized Vasicek Term Structure Models
Simon H. Babbs, K. Ben Nowman · Journal of Financial and Quantitative Analysis · 1999 · 266 citations
State Estimation, Econometric Model, Economics +13
Binomial valuation of lookback options
Simon H. Babbs · Journal of Economic Dynamics and Control · 2000 · 61 citations
Option Pricing, Derivative Pricing, Nonmarket Valuation +2
K. Ben Nowman, Simon H. Babbs · SSRN Electronic Journal · 1998 · 27 citations · Full text
Term Structure Model, Engineering, Gaussian Models +16
A Theory of the Term Structure with an Official Short Rate
Simon H. Babbs, Nick Webber · SSRN Electronic Journal · 1998 · 23 citations · Full text
Term Structure Model, Term Structure, Semantics +20
Econometric Analysis of a Continuous Time Multi-Factor Generalized Vasicek Term Structure Model: International Evidence
Simon H. Babbs, K. Ben Nowman · Asia-Pacific Financial Markets · 1998 · 16 citations
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