Concepedia

David C. Shimko

DC

5

Publications

388

Citations

5

H-Index

1989

Active since

Affiliations

Mitsubishi Electric (Japan)(Current)

David C. Shimko is an author at Mitsubishi Electric (Japan) specializing in asset pricing, business, and finance.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEconomicsInsuranceOption PricingFinancial Risk ManagementManagementInsurance Law

Publications per year

1989–1994

5

Publications

5

The Pricing of Risky Debt When Interest Rates are Stochastic

David C. Shimko, Naohiko Tejima, Donald R. van Deventer · The Journal of Fixed Income · 1993 · 195 citations

Economics, Term Structure Model, Financial Economics +7

Options on futures spreads: Hedging, speculation, and valuation

David C. Shimko · Journal of Futures Markets · 1994 · 90 citations

Option Pricing, Financial Economics, Asset Pricing +4

Finance in Continuous Time: A Primer.

Francis A. Longstaff, David C. Shimko · The Journal of Finance · 1992 · 46 citations

Computational Finance, Financial Economics, Asset Pricing +10

The Valuation of Multiple Claim Insurance Contracts

David C. Shimko · Journal of Financial and Quantitative Analysis · 1992 · 38 citations

Financial Risk Management, Financial Mathematics, Insurance Policies +17

The Equilibrium Valuation of Risky Discrete Cash Flows in Continuous Time

David C. Shimko · The Journal of Finance · 1989 · 19 citations

Continuous Time, Market Equilibrium Computation, Dynamic Economics +16

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