Concepedia

Stewart D. Hodges

SD

22

Publications

826

Citations

15

H-Index

1972

Active since

Affiliations

University of Warwick(Current)

Thales (Australia)

Queen Mary University of London

City, University of London

Stewart D. Hodges is an author at University of Warwick specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceAsset PricingEconomicsOption PricingManagementStatisticsEngineeringEconomic AnalysisFinancial Economics

Publications per year

1972–2011

22

Publications

22

The Dynamics of the S&P 500 Implied Volatility Surface

George Skiadopoulos, Stewart D. Hodges, Les Clewlow · Review of Derivatives Research · 2000 · 135 citations

Optimal delta-hedging under transactions costs

Les Clewlow, Stewart D. Hodges · Journal of Economic Dynamics and Control · 1997 · 96 citations

Mathematical Programming, Transactions Costs, Computational Finance +10

VALUATION OF FINANCIAL LEASE CONTRACTS: A NOTE

Julian Franks, Stewart D. Hodges · The Journal of Finance · 1978 · 87 citations

Business, Cost Of Capital, Optimal Contracting +4

An evaluation of tests of distributional forecasts

Pablo Noceti, Jeremy Smith, Stewart D. Hodges · Journal of Forecasting · 2003 · 74 citations

Forecasting Methodology, Engineering, Volume Prediction +17

On the Evaluation of Compound Options

Michael Selby, Stewart D. Hodges · Management Science · 1987 · 61 citations

Mathematical Programming, Multinormal Distribution, Option Pricing +12

Rows per page

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