Concepedia

Floors Modeling

Floors Modeling is a financial derivatives modeling framework that belongs to the class of interest rate modeling techniques and is distinguished by its specific focus on pricing and risk-managing interest rate floor instruments through the dynamic modeling of stochastic interest rate paths and embedded optionality.

41

Publications

1.8K

Citations

105

Authors

58

Institutions

Publications per year

2017–2026

9

Parents

Publications

41

Closed Form Solutions for Term Structure Derivatives with Log‐Normal Interest Rates

Kristian R. Miltersen, Klaus Sandmann, Dieter Sondermann · The Journal of Finance · 1997 · 586 citations

, , +17

Modeling Work Space to Schedule Repetitive Floors in Multistory Buildings

Walid Thabet, Yvan J. Beliveau · Journal of Construction Engineering and Management · 1994 · 116 citations

, , +17

A Hicksian multiplier-accelerator model with floor determined by capital stock

Tönu Puu, Laura Gardini, Iryna Sushko · Journal of Economic Behavior & Organization · 2004 · 72 citations

, , +7

Effect of modelling solar radiation on the cooling performance of radiant floors

Michele De Carli, Massimo Tonon · Solar Energy · 2011 · 65 citations

, , +14

Revisiting the applicability of learning curve theory to formwork labour productivity

Abdulaziz M. Jarkas, Malcolm Horner · Construction Management and Economics · 2011 · 59 citations

, , +16

1–5 of 41

Authors

105

  1. PR
    Paul Reynolds

    University of Sheffield, United Kingdom

    3 publications · 104 citations

    3

    h-index

  2. RO
    Ricardo O. Foschi

    University of British Columbia, Canada

    2 publications · 79 citations

    2

    h-index

  3. AP
    Aleksandar Pavić

    University of Sheffield, United Kingdom

    2 publications · 61 citations

    2

    h-index

  4. BF
    Bryan Folz

    University of California San Diego, United States

    2 publications · 52 citations

    2

    h-index

  5. KJ
    Kenneth J. Fridley

    Washington State University, United States

    1 publications · 15 citations

    1

    h-index

1–5 of 105

Institutions

58

  1. University of Sheffield

    Sheffield, United Kingdom

    3 h-index

    7 publications

    172 citations

  2. Norwegian University of Science and Technology

    Trondheim, Norway

    2 h-index

    3 publications

    49 citations

  3. Hong Kong Polytechnic University

    Hong Kong, Hong Kong

    2 h-index

    3 publications

    102 citations

  4. Institute of Mathematics

    Kyiv, Ukraine

    1 h-index

    1 publications

    72 citations

  5. Volvo (Sweden)

    Gothenburg, Sweden

    1 h-index

    1 publications

    16 citations

  6. National Academy of Sciences of Ukraine

    Kyiv, Ukraine

    1 h-index

    1 publications

    72 citations

  7. University of Bath

    Bath, United Kingdom

    1 h-index

    4 publications

    100 citations

  8. University of Cambridge

    Cambridge, United Kingdom

    1 h-index

    1 publications

    52 citations

1–8 of 58

Venues

  1. Journal of Structural Engineering

    5 publications · 90 citations

    5

    h-index

  2. Solar Energy

    2 publications · 91 citations

    2

    h-index

  3. Canadian Journal of Civil Engineering

    2 publications · 54 citations

    2

    h-index

  4. 2

    h-index

  5. Engineering Structures

    2 publications · 74 citations

    2

    h-index

1–5