Photo of David Newton
  • WESSEX HOUSE 9.43

Accepting PhD Students

20022017
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Fingerprint Dive into the research topics where David Newton is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Social Sciences

interest rate
indemnity
pricing
insurance
assets
occupation
methodology
portfolio management
premium
Values
guarantee
price level
fee
fairness
loan
penalty
market
driver
event
time

Business & Economics

Option pricing
Quadrature
Mortgage valuation
Mortgages
Prepayment
Assets
Singular perturbation
Black-Scholes
Early exercise
Derivatives
House prices
Universality
American options
Barrier options
Methodology
Financial economics
Credit default swap (CDS) spreads
Monte Carlo method
Node
Reserve requirements
Finite difference
State ownership
Endowments
China
Option valuation
Black-Scholes equation
Jump
Formal institutions
Liquidity
Real options
State variable
Path-dependent options
Resources
Valuation model
Credit rationing
Heston
Interest rates
Insurance
Interest rate models
Partial differential equations

Earth & Environmental Sciences

valuation
interest rate
occupation
methodology
perturbation
rate
market
price
volatility
indemnity
insurance