T. R. Hurd - Concepedia

Author

T. R. Hurd

Also Known As

Hurd, T. R., Hurd, Thomas R, Hurd, Thomas R., T. R. HURD, T. R. Hurd, T. R. Hurd*, T.R. Hurd, THOMAS R. HURD, Thomas Hurd, Thomas R. Hurd

Publications

1.8K

Citations

H-Index

Concepts

All Affiliations

McMaster University University at Buffalo, State University of New York University of Limerick University of Virginia Princeton University

About

T. R. Hurd is an author at McMaster University specializing in engineering, finance, and business.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	11	11	831
2	Business	7	7	407
3	Management	5	5	198
4	Accounting	2	2	88
5	Natural Sciences	1	1	17

T. R. Hurd

Publications

1.5K

Citations

H-Index

Page 1

	Year	Citations
Cubature Kalman Filtering for Continuous-Discrete Systems: Theory and Simulations Ienkaran Arasaratnam, S. Haykin, T. R. Hurd IEEE Transactions on Signal Processing State EstimationStatistical Signal ProcessingNonlinear FilteringEngineeringCubature Kalman Filter	2010	564
A Fourier Transform Method for Spread Option Pricing T. R. Hurd, Zhuowei Zhou SIAM Journal on Financial Mathematics Option PricingComputational FinanceAsset PricingSpread Option PricingDerivative Pricing	2010	187
Portfolio Choice in Markets with Contagion Yacine Aı̈t-Sahalia, T. R. Hurd Journal of Financial Econometrics EconomicsPortfolio OptimizationFinancial EconomicsAsset PricingPortfolio Selection	2015	92
CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION T. R. Hurd International Journal of Theoretical and Applied Finance Portfolio Credit DerivativesComputational FinanceEngineeringAsset PricingTerm Structure Model	2009	49
On Watts' cascade model with random link weights T. R. Hurd, James P. Gleeson Journal of Complex Networks	2013	47
Saddlepoint approximation method for pricing CDOs Jingping Yang, T. R. Hurd, Xuping Zhang The Journal of Computational Finance Numerical AnalysisMathematical ProgrammingEngineeringRobust PricingFinancial Risk Management	2006	44
The short distance behavior of (φ 4)3 David Brydges, J. Dimock, T. R. Hurd Communications in Mathematical Physics Short Distance BehaviorUnified Field TheoryGeometry	1995	42
Affine Markov chain model of multifirm credit migration T. R. Hurd, Alexey Kuznetsov The Journal of Credit Risk Term Structure ModelCredit RatingRecovery RateCredit ScoreFinancial Mathematics	2007	39
Sine-Gordon Revisited J. Dimock, T. R. Hurd Annales Henri Poincaré	2000	36
A renormalization group analysis of the Kosterlitz-Thouless phase J. Dimock, T. R. Hurd Communications in Mathematical Physics Renormalization Group AnalysisPhysicsQuantum Field TheoryCritical PhenomenonStatistical Field Theory	1991	34

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