Alan Brace
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
- Financial Markets and Investment Strategies
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- Monetary Policy and Economic Impact
Papers in
- Finance 6
- Stochastic processes and financial applications 6
- Financial Risk and Volatility Modeling 2
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- Advanced Graph Theory Research 5
- Co-authors
- Marek Musiela (2 shared papers)D. E. Daykin (5 shared papers)Beniamin Gołdys (1 shared paper)David Heath (1 shared paper)Tomasz R. Bielecki (1 shared paper)Dilip B. Madan (1 shared paper)Jakša Cvitanić (1 shared paper)Jérôme Detemple (1 shared paper)
- Journals
- Proceedings of the American Mathematical Society (2 papers)Mathematical Finance (2 papers)Journal of Futures Markets (1 paper)Accounting and Finance (1 paper)Bulletin of the Australian Mathematical Society (3 papers)
- Partner nations
- AustraliaUnited KingdomSouth Africa
In The Last Decade
Alan Brace
11 papers receiving 772 citations
Alan Brace's Hit Papers
Peers
Comparison fields: 5 of 53
- Finance 768
- General Economics, Econometrics and Finance 104
- Demography 132
- Discrete Mathematics and Combinatorics 33
- Economics and Econometrics 249
Countries citing papers authored by Alan Brace
This map shows the geographic impact of Alan Brace's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alan Brace with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alan Brace more than expected).
Fields of papers citing papers by Alan Brace
This network shows the impact of papers produced by Alan Brace. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alan Brace. The network helps show where Alan Brace may publish in the future.
Co-authors
The 17 scholars most cited alongside Alan Brace, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | The Market Model of Interest Rate Dynamics Hit paper breakdown → | 1997 | 589 |
| 2 | 2001 | 145 | |
| 3 | 1994 | 91 | |
| 4 | 1971 | 21 | |
| 5 | 2007 | 19 | |
| 6 | 1972 | 13 | |
| 7 | 1991 | 12 | |
| 8 | 1974 | 1 | |
| 9 | 1969 | 1 | |
| 10 | 2022 | 1 | |
| 11 | 1974 | 1 | |
| 12 | 1972 | 1 | |
| 13 | 2024 | 0 |
About Alan Brace
Alan Brace is a scholar working on Finance, Computational Theory and Mathematics, Discrete Mathematics and Combinatorics, Geometry and Topology and Economics and Econometrics, having authored 13 papers that have together received 895 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (6 papers), Advanced Graph Theory Research (5 papers), Limits and Structures in Graph Theory (3 papers), Financial Risk and Volatility Modeling (2 papers), Graph theory and applications (2 papers), graph theory and CDMA systems (2 papers), Insurance, Mortality, Demography, Risk Management (2 papers) and Numerical methods for differential equations (1 paper). The work is most often cited by research in Finance (768 citations), General Economics, Econometrics and Finance (104 citations), Demography (132 citations), Discrete Mathematics and Combinatorics (33 citations) and Economics and Econometrics (249 citations). Alan Brace has collaborated with scholars based in Australia, United Kingdom and South Africa. Frequent co-authors include Marek Musiela, D. E. Daykin, Beniamin Gołdys, David Heath, Tomasz R. Bielecki, Dilip B. Madan, Jakša Cvitanić, Jérôme Detemple, Marek Rutkowski and Yu. M. Kabanov. Their work appears in journals such as Proceedings of the American Mathematical Society, Mathematical Finance, Journal of Futures Markets, Accounting and Finance and Bulletin of the Australian Mathematical Society.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.