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Sowers, Richard's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,180 |
Total
Citations
13 |
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1.
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Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics Kirilenko, Andrei A.
MIT Sloan School of Management Meng, Xiangqian
University of Illinois at Urbana-Champaign
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597
(20,110)
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2.
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Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics
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27 Mar 09
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Last Revised:
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23 Apr 09
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142
(102,786)
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1
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rare events, synthetic collateralized debt obligations, large deviations
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3.
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Song, Rui
University of Illinois at Urbana-Champaign - College of Liberal Arts and Sciences Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics Jones, Jonathan
Comptroller of the Currency
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81
(155,267)
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central counterparty, large deviations theory, clearing, systemic risk, network analysis
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4.
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Giesecke, Kay
Stanford University - Management Science & Engineering Spiliopoulos, Konstantinos
Brown University - Division of Applied Mathematics Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics Sirignano, Justin
Stanford University - Management Science & Engineering
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06 Sep 11
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Last Revised:
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02 Jun 12
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74
(164,063)
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2
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law of large numbers, loss distribution, interacting point processes, portfolio credit risk
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5.
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Giesecke, Kay
Stanford University - Management Science & Engineering Spiliopoulos, Konstantinos
Brown University - Division of Applied Mathematics Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics
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09 Jan 11
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Last Revised:
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29 Apr 12
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72
(166,679)
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2
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Large Portfolio, Self-Exciting Defaults, Mean-Field, law of large numbers
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6.
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Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics
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17 Jun 09
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Last Revised:
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22 Jun 09
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65
(176,423)
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1
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correlation, structured finance, large deviations
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7.
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Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics Li, Xiao
affiliation not provided to SSRN Lipkin, Mike
Columbia University
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59
(185,488)
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1
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bubbles, hard-to-borrow, put-call parity
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8.
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Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics
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10 Apr 09
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Last Revised:
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22 Jun 09
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32
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3
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synthetic CDO's, large deviations, investment-grade tranches
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9.
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Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics
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31
(240,772)
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2
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large deviations, synthetic CDO's
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10.
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Spiliopoulos, Konstantinos
Brown University - Division of Applied Mathematics Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics
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27
(252,065)
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Recovery rates, large deviations
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