Concepedia
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Publications
5
Citations
1.5K
H-Index
Active since
1971
Affiliations
UNSW Sydney(Current)
University of Reading
The University of Western Australia
Alan Brace is an author at UNSW Sydney specializing in finance, asset pricing, and business.
Top concepts
FinanceBusinessAsset PricingEconomicsFinancial EconomicsVolatility ModelingDiscrete MathematicsEngineeringProbabilityOption Pricing
Publications per year
1971–1997
The Market Model of Interest Rate Dynamics
Alan Brace, Dariusz G ̧atarek, Marek Musiela · Mathematical Finance · 1997 · 1.2K citations
Dynamic Economic Model, Economics, Multivariate Stochastic Volatility +14
A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON
Alan Brace, Marek Musiela · Mathematical Finance · 1994 · 254 citations
Mathematical Programming, Engineering, Stochastic Analysis +20
A finite set covering theorem
Alan Brace, D. E. Daykin · Bulletin of the Australian Mathematical Society · 1971 · 31 citations · Full text
Union S, Extremal Set Theory, Set-theoretic Topology +4
A finite set covering theorem II
Alan Brace, D. E. Daykin · Bulletin of the Australian Mathematical Society · 1972 · 17 citations · Full text
Union J, Combinatorial Design, Intersection J +5
INDEX FUTURES OPTIONS IN AUSTRALIA ‐AN EMPIRICAL FOCUS ON VOLATILITY
Alan Brace, Allan Hodgson · Accounting and Finance · 1991 · 16 citations
Option Pricing, Economics, Volatility Modeling +10
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