| An empirical analysis of the Canadian term structure of zero-coupon interest rates DJ Bolder, G Johnson, A Metzler Bank of Canada working paper, 2004 | 102* | 2004 |
| On the first passage problem for correlated Brownian motion A Metzler Statistics & probability letters 80 (5-6), 277-284, 2010 | 79 | 2010 |
| Valuation and analysis of zero-coupon contingent capital bonds A Metzler, RM Reesor Mathematics and Financial Economics 9 (2), 85-109, 2015 | 38* | 2015 |
| Multivariate first-passage models in credit risk A Metzler University of Waterloo, 2008 | 20 | 2008 |
| The Laplace transform of hitting times of integrated geometric Brownian motion A Metzler Journal of Applied Probability 50 (1), 295-299, 2013 | 18 | 2013 |
| A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models A Scott, A Metzler Insurance: Mathematics and Economics 64, 279-293, 2015 | 13 | 2015 |
| A structural framework for modelling contingent capital J Li, A Metzler, RM Reesor Quantitative Finance 17 (7), 1071-1088, 2017 | 10* | 2017 |
| Modelling default risk with occupation times R Makarov, A Metzler, Z Ni Finance Research Letters 13, 54-65, 2015 | 10 | 2015 |
| Learning About Financial Health in Canada A Metzler, Y Zhou, C Grace Available at SSRN 3507769, 2019 | 8 | 2019 |
| A multiname first-passage model for credit risk DL McLeish, A Metzler Journal of Credit Risk 7 (1), 35-64, 2011 | 7 | 2011 |
| State dependent correlations in the Vasicek default model A Metzler Dependence Modeling 8 (1), 298-329, 2020 | 2 | 2020 |
| Importance Sampling in the Presence of PD-LGD Correlation A Metzler, A Scott Risks 8 (1), 25, 2020 | 2 | 2020 |
| Measuring the gap between elicited and revealed risk for investors: An empirical study JRJ Thompson, L Feng, RM Reesor, C Grace, A Metzler Financial Planning Review 5 (4), e1151, 2022 | 1 | 2022 |
| Rare event simulation for diffusion processes via two-stage importance sampling A Metzler, A Scott Monte Carlo Methods and Applications 20 (2), 77-100, 2014 | 1 | 2014 |
| Simulation in Risk Management DL Mcleish, A Metzler Wiley StatsRef: Statistics Reference Online, 2014 | 1 | 2014 |
| Model Risk and the Design of CDO Tranches A Metzler Available at SSRN 1662660, 2010 | 1 | 2010 |
| Capital Structure Models and Contingent Convertible Securities D Meng, A Metzler, RM Reesor Risks 12 (3), 55, 2024 | | 2024 |
| Learning about financial health in Canada A Metzler, Y Zhou, C Grace Quantitative Finance and Economics 5 (3), 542-570, 2021 | | 2021 |
