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Giesecke, Kay


 SSRN Author Rank: 781 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

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. Giesecke, Kay's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
20,218
Total
Citations
422
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
5,746
(629)
19

2.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
28 Nov 08
Last Revised:
24 Oct 11
1,325
(8,143)
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
1,042
(12,024)
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
849
(16,501)
31

5.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
11 Jun 03
743
(20,002)
36

6.  
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
01 Dec 04
741
(20,069)
 

7.  
Assessing the Systemic Implications of Financial Linkages | Show Abstract | Download This Paper | Open PDF in Browser |
IMF Global Financial Stability Report, Vol. 2, April 2009
Number of Pages in PDF File: 38
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
Solé, Juan A.
International Monetary Fund (IMF)
Posted:
12 Jun 09
699
(21,859)
2

8.  
Risk Analysis of Collateralized Debt Obligations | Show Abstract | Download This Paper | Open PDF in Browser |
Operations Research, Vol. 59, No. 1, pp. 32-49, 2011
Number of Pages in PDF File: 37
Giesecke, Kay
Stanford University - Management Science & Engineering
Kim, Baeho
Korea University Business School (KUBS)
Posted:
12 Feb 09
Last Revised:
18 Mar 12
627
(25,431)
7

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
613
(26,273)
 

10.  
A Top-Down Approach to Multi-Name Credit | Show Abstract | Download This Paper | Open PDF in Browser |
Operations Research, Forthcoming
Number of Pages in PDF File: 34
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
612
(26,336)
33

11.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
17 Feb 08
609
(26,519)
6

12.  
Forecasting Default in the Face of Uncertainty | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Derivatives, Vol. 12, No. 1, pp. 14-25, 2004
Number of Pages in PDF File: 15
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
17 Mar 03
573
(28,836)
21

13.  
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:
21 Jul 15
458
(38,646)
 

14.  
Premia for Correlated Default Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, Vol. 35, No. 8, pp. 1340-1357, 2011
Number of Pages in PDF File: 31
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
450
(39,488)
15

15.  
Systemic Risk: What Defaults are Telling Us | Show Abstract | Download This Paper | Open PDF in Browser |
Management Science, Vol. 57, No. 8, pp. 1387-1405, 2011
Number of Pages in PDF File: 34
Giesecke, Kay
Stanford University - Management Science & Engineering
Kim, Baeho
Korea University Business School (KUBS)
Posted:
15 Sep 09
Last Revised:
18 Mar 12
448
(39,705)
12

16.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
25 Jun 02
433
(41,458)
8

17.  
Measuring the Risk of Large Losses | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investment Management (JOIM), Fourth Quarter 2008
Number of Pages in PDF File: 19
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
349
(53,998)
 

18.   Incl. Electronic Paper
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
27 Nov 01
Last Revised:
12 Jun 03
329
(57,897)
54

19.  
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
30 May 04
326
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
295
(65,515)
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
286
(67,864)
1

22.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Ding, Xiaowei
Stanford University
Tomecek, Pascal
Cornell University
Posted:
05 Jan 07
Last Revised:
16 Jul 08
280
(69,508)
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
247
(79,505)
 

24.  
Weber, Stefan
ORIE, Cornell University
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
15 Nov 02
190
(103,546)
36

25.  
Kim, Baeho
Korea University Business School (KUBS)
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
16 Jul 07
187
(105,105)
13

26.  
Monte Carlo Algorithms for Default Timing Problems | Show Abstract | Download This Paper | Open PDF in Browser |
Management Science, Vol. 57, No. 12, pp. 2115-2129, 2011
Number of Pages in PDF File: 31
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
177
(110,614)
4

27.  
Exact Sampling of Jump-Diffusions | Show Abstract | Download This Paper | Open PDF in Browser |
Operations Research, Forthcoming
Number of Pages in PDF File: 40
Giesecke, Kay
Stanford University - Management Science & Engineering
Smelov, Dmitry
Stanford University - Management Science & Engineering
Posted:
19 Aug 11
Last Revised:
12 Apr 13
168
(115,970)
3

28.  
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
159
(121,767)
26

29.  
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
144
(132,575)
4

30.  
Tsoukalas, Gerry
Stanford University
Wang, Jiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
24 Jun 12
Last Revised:
19 Nov 14
139
(136,528)
 

31.  
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
136
(139,052)
3

32.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Kakavand, Hossein
Stanford University
Mousavi, Mohammad
Stanford University - Management Science & Engineering
Posted:
14 Jul 08
122
(151,614)
1

33.  
Sirignano, Justin
Stanford University - Management Science & Engineering
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
24 Oct 14
Last Revised:
26 May 15
118
(155,455)
 

34.  
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
103
(171,593)
1

35.   Incl. Electronic Paper
Giesecke, Kay
Stanford University - Management Science & Engineering
Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics
Sirignano, Justin
Stanford University - Management Science & Engineering
Posted:
06 Sep 11
Last Revised:
17 Jan 15
96
(180,138)
4

36.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Schwenkler, Gustavo
Boston University - Department of Finance & Economics
Posted:
29 Jul 11
Last Revised:
07 Nov 14
93
(183,973)
3

37.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Shkolnik, Alexander
Stanford University - Management Science & Engineering
Posted:
08 Sep 11
Last Revised:
08 Nov 14
86
(193,380)
 

38.  
Default Clustering in Large Portfolios: Typical Events | Show Abstract | Download This Paper | Open PDF in Browser |
Annals of Applied Probability, Forthcoming
Number of Pages in PDF File: 40
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
85
(194,770)
4

39.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Teng, Gerald
Stanford University - Management Science & Engineering
Posted:
02 Aug 13
56
(245,401)
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
38
(289,007)
 

41.  
Papanicolaou, Alex
Stanford University - Institute for Computational and Mathematical Engineering
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
16 Jun 14
23
(340,863)
 

42.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Schwenkler, Gustavo
Boston University - Department of Finance & Economics
Posted:
03 Nov 14
18
(362,875)
 

43.  
Transform Analysis for Point Processes and Applications in Credit Risk | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 23, Issue 4, pp. 742-762, 2013
Number of Pages in PDF File: 21
Giesecke, Kay
Stanford University - Management Science & Engineering
Zhu, Shilin
Stanford University - Department of Statistics
Posted:
06 Aug 13
0
(455,440)
1

44.  
Giesecke, Kay
Stanford University - Management Science & Engineering
Kim, Jack
Stanford University - Management Science & Engineering
Takada, Hideyuki
Toho University
Posted:
29 Apr 12
Last Revised:
20 Jul 15
 

45.  
In Search of A Modigliani-Miller Economy | Show Abstract |
Journal of Investment Management, Vol. 2, No. 3, Third Quarter 2004
Goldberg, Lisa R.
University of California, Berkeley
Giesecke, Kay
Stanford University - Management Science & Engineering
Posted:
16 Sep 04
 


Records 1 - 45 of 45 matches
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