Concepedia

Joanne Kennedy

JK

Statistics

Publications

7

Citations

221

H-Index

7

Active since

1979

Affiliations

University of Warwick(Current)

Joanne Kennedy is an author at University of Warwick specializing in engineering, business, and finance.

Top concepts

FinanceBusinessEngineeringAsset PricingOption PricingEconomic AnalysisFinancial EngineeringCox-ingersoll-ross ModelHealthCopulas

Publications per year

1979–2022

7

Publications

7

Markov-functional interest rate models

P. J. Hunt, Joanne Kennedy, Antoon Pelsser · Finance and Stochastics · 2000 · 82 citations

Cox-ingersoll-ross Model, Dynamic Economic Model, Term Structure Model +4

Quanto Pricing with Copulas

Michael N. Bennett, Joanne Kennedy · The Journal of Derivatives · 2004 · 40 citations

Mathematical Programming, Engineering, Bayesian Econometrics +20

A Qualitative Study Exploring Access to Mental Health and Substance Use Support among Individuals Experiencing Homelessness during COVID-19

Emma A. Adams, Jeff Parker, Tony Jablonski et al. · International Journal of Environmental Research and Public Health · 2022 · 30 citations · Full text

Substance Use, Telephone Support, Mental Health +17

Probabilistic factorization of a quadratic matrix polynomial

Joanne Kennedy, David Williams · Mathematical Proceedings of the Cambridge Philosophical Society · 1990 · 29 citations

Spectral Theory, Engineering, Matrix Factorization +7

A Comparison of Markov–Functional and Market Models

Michael N. Bennett, Joanne Kennedy · The Journal of Derivatives · 2005 · 18 citations · Full text

Engineering, Libor Markov–functional Model, Market Equilibrium +21

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