Get started
Author

Adam Metzler

Observed names: A. Metzler, Metzler, Adam
ORCID: 0000-0003-0340-6789
Observed ORCID: 0000-0003-0340-6789
OpenAlex ID: A5080229097
An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates
2008 · David Jamieson Bolder, Grahame Johnson, et al. · SSRN Electronic Journal · 61
On the first passage problem for correlated Brownian motion
2009 · Adam Metzler · Statistics & Probability Letters · 52
The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion
2013 · Adam Metzler · Journal of Applied Probability · 17
PDF
Modelling default risk with occupation times
2015 · R. Makarov, A. Metzler, et al. · Finance research letters · 13
Multivariate First-Passage Models in Credit Risk
2008 · Adam Metzler · UWSpace (University of Waterloo) · 13
A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models
2015 · Alexandre Scott, Adam Metzler · Insurance Mathematics and Economics · 12
The Effects of Financial Knowledge, Skill, and Self-Assessed Knowledge on Financial Well-Being, Behavior, and Objective Situation
2025 · Nathan Phelps, Adam Metzler · International Journal of Financial Studies · 9
Valuation and Analysis of Zero-Coupon Contingent Capital Bonds
2014 · A. Metzler, R. M. Reesor · Mathematics and Financial Economics · 9
Learning About Financial Health in Canada
2019 · Adam Metzler, Yuhao Zhou, et al. · Quantitative Finance and Economics · 8
Measuring the gap between elicited and revealed risk for investors: An empirical study
2022 · John R. J. Thompson, Longlong Feng, et al. · Financial Planning Review · 4
PDF
A multiname first-passage model for credit risk
2011 · Don McLeish, Adam Metzler · The Journal of Credit Risk · 4
Estimating the Delay of Criminal Trials: Evidence From Canada
2025 · Dylan R. Clarke, Adam Metzler · Journal of law & empirical analysis. · 3
Importance Sampling in the Presence of PD-LGD Correlation
2020 · Adam Metzler, Alexandre Scott · Risks · 3
PDF
A structural framework for modelling contingent capital
2016 · J. Li, A. Metzler, et al. · Quantitative Finance · 3
An exploratory clustering analysis of the 2016 National Financial Well-Being Survey
2024 · Nathan Phelps, Adam Metzler · PLoS ONE · 2
State dependent correlations in the Vasicek default model
2020 · A. Metzler · Dependence Modeling · 2
PDF
Capital Structure Models and Contingent Convertible Securities
2024 · Di Meng, Adam Metzler, et al. · Risks · 1
PDF
Enhancing an existing algorithm for small-cardinality constrained portfolio optimisation
2023 · Nathan Phelps, Adam Metzler · Journal of the Operational Research Society · 1
PDF
Measuring Financial Advice: aligning client elicited and revealed risk
2021 · Thompson, John R J, Longlong Feng, et al. · RePEc: Research Papers in Economics · 1
PDF
Rare event simulation for diffusion processes via two-stage importance sampling
2014 · Adam Metzler, Alexandre Scott · Monte Carlo Methods and Applications · 1
A First Approximation to the Cost of Contingent Capital for Canadian Banks
2014 · Jingya Li, Adam Metzler, et al. · SSRN Electronic Journal · 1
The Impact of Saving on Financial Resilience
2024 · Chuck Grace, Adam Metzler, et al. · Financial Services Review
Capital Structural Models and Contingent Convertible Securities
2024 · Di Meng, Adam Metzler, et al. · SSRN Electronic Journal
A New Approach to Estimating the Delay of Criminal Trials
2024 · Dylan R. Clarke, Adam Metzler · SSRN Electronic Journal
Simulation in Risk Management
2014 · Don L. Mcleish, Adam Metzler · Wiley StatsRef: Statistics Reference Online
PDF
Works count: 29
Citation count: 220
H-index: 8
I10-index: 6
Year
Topic
Type