Kabir K. Dutta

Economics and Econometrics · 2005–2006

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Kabir K. Dutta trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. John C. Hull
  2. Francis X. Diebold
  3. Jón Dańıelsson
  4. Jem N. Corcoran
  5. Til Schuermann
  6. Laurens de Haan
  7. Damiano Brigo
  8. Alexander J. McNeil
  9. Joost Driessen
  10. Liang Peng

Who trusts Kabir K. Dutta overall

  1. E. Rodríguez
  2. J. Marín
  3. Paul Embrechts
  4. Marco Rocco
  5. Louis Eeckhoudt
  6. M. Degen

Papers from Kabir K. Dutta's perspective

Ordered by how strongly the researchers Kabir K. Dutta trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions (Journal of Financial and Quantitative Analysis)
  2. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
  3. Options, Futures, and Other Derivatives
  4. Modelling Extremal Events for Insurance and Finance
  5. Handbook of Mathematical Functions.
  6. Options, futures & other derivatives
  7. Interest Rate Models
  8. On the Choice of the Number of Class Intervals in the Application of the Chi Square Test
  9. Quantitative Risk Management: Concepts, Techniques, and Tools
  10. Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management

Their papers