Skip to content
Finance Press

Finance Press

Search
  • First Book
  • 5-min Book Tour
  • Second Book
  • Welcome to Finance Press
  • Miscellaneous Research Papers
  • A Featured Chart from the Second Book

Miscellaneous Research Papers

This page adds research papers that may not have a home elsewhere.

1.  Three Expansion Regimes for Interest Rate Term Structure Models (1994, unpublished) (Note: there is an erratum: ThreeExpansionRegimes-erratum)

 

About Me and This Blog

Alan L. Lewis

I'm an author, publisher, and the proprietor of this website. In this blog, I'll mostly write about quantitative finance, and my books (no surprise there).

I live on a bay in Newport Beach, California. Sometimes I'm visited by an inquisitive heron.

author site for Alan L. Lewis

Recent Posts

  • The ERP apps
  • The Equity Risk Premium: An Options-based Approach — new talk slides posted
  • OptionCity Calculator added
  • Advanced Smile Asymptotics: Geometry, Geodesics, and All That
  • The Equity Risk Premium (forthcoming book) — slides posted

Recent Comments

  • M on The Equity Risk Premium: An Options-based Approach — new talk slides posted
  • Alan on The Equity Risk Premium: An Options-based Approach — new talk slides posted
  • Mags on The Equity Risk Premium: An Options-based Approach — new talk slides posted
  • Mathias on Proof of non-convergence of the short maturity expansion for the SABR model
  • Alan on Proof of non-convergence of the short maturity expansion for the SABR model

Archives

  • January 2026
  • February 2025
  • December 2021
  • August 2021
  • May 2020
  • November 2019
  • June 2019
  • February 2019
  • October 2018
  • July 2018
  • January 2018
  • October 2016
  • July 2016
  • June 2016

Categories

  • Asset pricing
  • Book codes
  • Book errata
  • Equity Risk Premium
  • ERP Apps
  • My Books
  • Research papers
  • Scheduled jumps
  • Software
  • SV Books
  • SV Models
  • SVJ Models
  • Wilmott Magazine articles

Copyright © 2016-2021 · Finance Press

Privacy Policy Proudly powered by WordPress