Concepedia

Adam Metzler

AM

Statistics

Publications

6

Citations

181

H-Index

6

Active since

2004

Affiliations

Western University(Current)

Wilfrid Laurier University

Adam Metzler is an author at Western University specializing in finance, financial economics, and brownian motion.

Publications per year

2004–2021

6

Publications

6

An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates

David Jamieson Bolder, Grahame Johnson, Adam Metzler · SSRN Electronic Journal · 2004 · 56 citations · Full text

Social Sciences, Economics, Finance +17

On the first passage problem for correlated Brownian motion

Adam Metzler · Statistics & Probability Letters · 2009 · 55 citations

Engineering, Mathematics, Physics +14

An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates

David Jamieson Bolder, Adam Metzler, Grahame Johnson · RePEc: Research Papers in Economics · 2021 · 30 citations · Full text

Social Sciences, Economics, Finance +17

The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion

Adam Metzler · Journal of Applied Probability · 2013 · 16 citations · Full text

Engineering, Physics, Differential Equations +16

Modelling default risk with occupation times

Roman N. Makarov, Adam Metzler, Zheng Ni · Finance research letters · 2015 · 12 citations

Business, Finance, Risk Management +11

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