Damir Filipovic

École Polytechnique Fédérale de Lausanne - Lausanne / Switzerland

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 1234488

Eidgenössische Technische Hochschule Lausanne

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École Polytechnique Fédérale de Lausanne

Damir Filipovic's MOST POPULAR ARTICLES

1-) Affine processes and application in finance National Bureau of Economic Research Working Paper Series, 2002

2-) Term-structure models: A graduate course Springer Science & Business Media, 2009

3-) Market price of risk specifications for affine models: Theory and evidence Journal of Financial Economics 83 (1), 123-170, 2007

4-) Consistency problems for Heath-Jarrow-Morton interest rate models Springer Science & Business Media, 2001

5-) The term structure of interbank risk Journal of Financial Economics 109 (3), 707-733, 2013

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