Feedback to SSRN

 
  • Selected
  • Entire List
 

Giesecke, Kay


 SSRN Author Rank: 735 by Downloads
 Assistant Professor
 

Stanford University - Management Science & Engineering


 473 Via Ortega
 Stanford, CA 94305-9025
 United States
 (650) 723 9265 (Phone)
 (650) 723 1614 (Fax)
 HOME PAGE: http://www.stanford.edu/~giesecke/
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Giesecke, Kay's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
19,390
Total
Citations
424
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
21 Dec 03
5,557
(597)
19

2.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
28 Nov 08
Last Revised:
24 Oct 11
1,294
(7,489)
1

3.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Goldberg, Lisa R.
University of California, Berkeley
Posted:
08 Oct 03
Last Revised:
21 Apr 09
1,014
(11,160)
2

4.  
Errais, Eymen
Stanford University
Giesecke, Kay
Stanford University - Management Science & Engineering
Goldberg, Lisa R.
University of California, Berkeley
Posted:
14 Jun 06
Last Revised:
15 Jun 10
826
(15,295)
30

5.  
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
01 Dec 04
732
(18,242)
 

6.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
11 Jun 03
712
(18,970)
35

7.  
Assessing the Systemic Implications of Financial Linkages | Show Abstract | Download |
IMF Global Financial Stability Report, Vol. 2, April 2009
Accepted Paper Series
Chan-Lau, Jorge A.
International Monetary Fund (IMF) - International Capital Markets Department
Espinosa, Marco
affiliation not provided to SSRN
Giesecke, Kay
Stanford University - Management Science & Engineering
Sole, Juan A.
International Monetary Fund (IMF)
Posted:
12 Jun 09
638
(22,185)
2

8.  
Risk Analysis of Collateralized Debt Obligations | Show Abstract | Download |
Operations Research, Vol. 59, No. 1, pp. 32-49, 2011
Accepted Paper Series
Giesecke, Kay
Stanford University - Management Science & Engineering
Kim, Baeho
Korea University Business School (KUBS)
Posted:
12 Feb 09
Last Revised:
18 Mar 12
611
(23,554)
6

9.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Kim, Baeho
Korea University Business School (KUBS)
Kim, Jack
Stanford University - Management Science & Engineering
Tsoukalas, Gerry
Stanford University
Posted:
03 Jul 09
Last Revised:
17 Dec 13
603
(23,981)
 

10.  
A Top-Down Approach to Multi-Name Credit | Show Abstract | Download |
Operations Research, Forthcoming
Working Paper Series
Giesecke, Kay
Stanford University - Management Science & Engineering
Goldberg, Lisa R.
University of California, Berkeley
Ding, Xiaowei
Stanford University
Posted:
15 Mar 05
Last Revised:
04 Mar 10
600
(24,139)
33

11.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
17 Feb 08
572
(25,825)
6

12.  
Forecasting Default in the Face of Uncertainty | Show Abstract | Download |
Journal of Derivatives, Vol. 12, No. 1, pp. 14-25, 2004
Accepted Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
17 Mar 03
557
(26,765)
21

13.  
Premia for Correlated Default Risk | Show Abstract | Download |
Journal of Economic Dynamics and Control, Vol. 35, No. 8, pp. 1340-1357, 2011
Accepted Paper Series
Giesecke, Kay
Stanford University - Management Science & Engineering
Azizpour, Shahriar
Stanford University - Management Science & Engineering
Kim, Baeho
Korea University Business School (KUBS)
Posted:
25 Mar 08
Last Revised:
19 Mar 12
443
(36,186)
14

14.  
Systemic Risk: What Defaults are Telling Us | Show Abstract | Download |
Management Science, Vol. 57, No. 8, pp. 1387-1405, 2011
Accepted Paper Series
Giesecke, Kay
Stanford University - Management Science & Engineering
Kim, Baeho
Korea University Business School (KUBS)
Posted:
15 Sep 09
Last Revised:
18 Mar 12
440
(36,512)
11

15.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
25 Jun 02
413
(39,498)
9

16.  
Azizpour, Shahriar
Stanford University - Management Science & Engineering
Giesecke, Kay
Stanford University - Management Science & Engineering
Schwenkler, Gustavo
Boston University - Department of Finance & Economics
Posted:
05 May 08
Last Revised:
25 Feb 14
389
(42,509)
16

17.  
Measuring the Risk of Large Losses | Show Abstract | Download |
Journal of Investment Management (JOIM), Fourth Quarter 2008
Accepted Paper Series
Giesecke, Kay
Stanford University - Management Science & Engineering
Schmidt, Thorsten
Chemnitz University of Technology
Weber, Stefan
ORIE, Cornell University
Posted:
01 Oct 05
Last Revised:
10 Jan 12
334
(51,070)
 

18.   Incl. Electronic Paper
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
27 Nov 01
Last Revised:
12 Jun 03
327
(52,383)
54

19.  
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
30 May 04
325
8

20.   Incl. Electronic Paper
Weber, Stefan
ORIE, Cornell University
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
26 Mar 03
Last Revised:
17 Jun 04
293
(59,595)
38

21.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Zhu, Shilin
Stanford University - Department of Statistics
Posted:
19 Oct 07
Last Revised:
10 Feb 12
279
(62,941)
1

22.  
Time-Changed Birth Processes and Multi-Name Credit Derivatives | Show Abstract | Download |
Operations Research, Forthcoming
Accepted Paper Series
Giesecke, Kay
Stanford University - Management Science & Engineering
Ding, Xiaowei
Stanford University
Tomecek, Pascal
Cornell University
Posted:
05 Jan 07
Last Revised:
16 Jul 08
278
(63,197)
23

23.   Incl. Electronic Paper
Giesecke, Kay
Stanford University - Management Science & Engineering
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
Strebulaev, Ilya A.
Stanford University - Graduate School of Business
Posted:
09 Feb 12
Last Revised:
20 Feb 12
218
(81,878)
 

24.  
Weber, Stefan
ORIE, Cornell University
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
15 Nov 02
190
(93,849)
36

25.  
Kim, Baeho
Korea University Business School (KUBS)
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
16 Jul 07
177
(100,265)
13

26.  
Monte Carlo Algorithms for Default Timing Problems | Show Abstract | Download |
Management Science, Vol. 57, No. 12, pp. 2115-2129, 2011
Accepted Paper Series
Giesecke, Kay
Stanford University - Management Science & Engineering
Kim, Baeho
Korea University Business School (KUBS)
Zhu, Shilin
Stanford University - Department of Statistics
Posted:
16 Sep 10
Last Revised:
18 Mar 12
162
(108,763)
4

27.  
Exact Sampling of Jump-Diffusions | Show Abstract | Download |
Operations Research, Forthcoming
Accepted Paper Series
Giesecke, Kay
Stanford University - Management Science & Engineering
Smelov, Dmitry
Stanford University - Management Science & Engineering
Posted:
19 Aug 11
Last Revised:
12 Apr 13
157
(111,882)
3

28.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Kakavand, Hossein
Stanford University
Mousavi, Mohammad
Stanford University - Management Science & Engineering
Takada, Hideyuki
Toho University
Posted:
01 Nov 09
Last Revised:
01 Oct 10
139
(124,257)
4

29.  
Corporate Bond Default Risk: A 150-Year Perspective | Show Abstract | Download |
NBER Working Paper No. w15848
Working Paper Series
Giesecke, Kay
Stanford University - Management Science & Engineering
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
Strebulaev, Ilya A.
Stanford University - Graduate School of Business
Posted:
29 Mar 10
135
(127,379)
26

30.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Kakavand, Hossein
Stanford University
Mousavi, Mohammad
Stanford University - Management Science & Engineering
Posted:
15 Feb 10
Last Revised:
13 Sep 10
129
(132,130)
3

31.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Kim, Jack
Stanford University - Management Science & Engineering
Takada, Hideyuki
Toho University
Posted:
29 Apr 12
Last Revised:
14 Aug 12
120
(139,753)
 

32.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Kakavand, Hossein
Stanford University
Mousavi, Mohammad
Stanford University - Management Science & Engineering
Posted:
14 Jul 08
118
(141,528)
1

33.  
Deng, Shaojie
Stanford University - Department of Statistics
Giesecke, Kay
Stanford University - Management Science & Engineering
Lai, Tze
Stanford University - Department of Statistics
Posted:
09 Sep 10
Last Revised:
07 Mar 11
99
(160,681)
1

34.  
Tsoukalas, Gerry
Stanford University
Wang, Jiang
MIT
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
24 Jun 12
Last Revised:
16 Mar 14
95
(165,342)
 

35.  
Large Portfolio Asymptotics for Loss from Default | Show Abstract | Download |
Mathematical Finance, Forthcoming
Accepted Paper Series
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
Posted:
06 Sep 11
Last Revised:
18 Oct 13
85
(177,666)
4

36.  
Default Clustering in Large Portfolios: Typical Events | Show Abstract | Download |
Annals of Applied Probability, Forthcoming
Accepted Paper Series
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
Posted:
09 Jan 11
Last Revised:
29 Apr 12
81
(183,094)
4

37.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Schwenkler, Gustavo
Boston University - Department of Finance & Economics
Posted:
29 Jul 11
Last Revised:
24 Oct 14
78
(187,306)
2

38.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Shkolnik, Alexander
Stanford University - Management Science & Engineering
Posted:
08 Sep 11
Last Revised:
01 Nov 11
75
(191,673)
 

39.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Teng, Gerald
Stanford University - Management Science & Engineering
Posted:
02 Aug 13
43
(251,559)
2

40.  
Spiliopoulos, Konstantinos
Brown University - Division of Applied Mathematics
Sirignano, Justin
Stanford University - Management Science & Engineering
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
03 Mar 13
Last Revised:
06 Feb 14
36
(268,829)
 

41.  
Papanicolaou, Alex
Stanford University - Institute for Computational and Mathematical Engineering
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
16 Jun 14
13
(353,576)
 

42.  
Sirignano, Justin
Stanford University - Management Science & Engineering
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
24 Oct 14
3
 

43.  
Transform Analysis for Point Processes and Applications in Credit Risk | Show Abstract | Download |
Mathematical Finance, Vol. 23, Issue 4, pp. 742-762, 2013
Accepted Paper Series
Giesecke, Kay
Stanford University - Management Science & Engineering
Zhu, Shilin
Stanford University - Department of Statistics
Posted:
06 Aug 13
0
(420,729)
1

44.  
In Search of A Modigliani-Miller Economy | Show Abstract |
Journal of Investment Management, Vol. 2, No. 3, Third Quarter 2004
Accepted Paper Series
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
16 Sep 04
 


Records 1 - 44 of 44 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo8 in 0.578 seconds