1.
Modelling Operational Risk
Journal of Risk, Vol. 5, No. 3, pp. 1-16, 2003
Number of pages: 23
Posted: 11 Dec 2001
Last Revised: 06 Jan 2010
Working Paper Series
Zurich Cantonal Bank, University of Basel, ETH Zürich - Department of Mathematics and Zurich Cantonal Bank
Downloads
5,494
2.
The Quantification of Operational Risk
Number of pages: 38
Posted: 30 Dec 2003
Working Paper Series
University of Zurich - Department of Banking and Finance and University of Basel
There are 2 versions of this paper
The Quantification of Operational Risk
Journal of Risk, Vol. 8, No. 1, Fall 2005
Posted: 08 Nov 2005
Downloads
3,929
3.
FX Market Behavior and Valuation
Number of pages: 41
Posted: 12 Jan 2007
Working Paper Series
Bloomberg L.P.
Downloads
3,540
4.
Operational Risk: A Practitioner's View
Journal of Risk, Vol. 5, No. 3, pp. 1-16, 2003
Number of pages: 15
Posted: 18 Nov 2002
Last Revised: 15 Feb 2011
Accepted Paper Series
University of Basel, Zurich Cantonal Bank, Zurich Cantonal Bank and ETH Zürich - Department of Mathematics
There are 2 versions of this paper
Operational Risk: A Practitioner's View
Journal of Risk, Vol. 5, No. 3, pp. 1-16, 2003
Number of pages: 15
Posted: 18 Nov 2002
Last Revised: 15 Feb 2011
Downloads
2,283
Operational Risk: A Practitioner's View
Journal of Risk, Vol. 5, No. 3, Spring 2003
Posted: 18 Jun 2003
Downloads
2,283
5.
A Simple Model of Credit Contagion
EFA 2004 Maastricht Meetings
Number of pages: 55
Posted: 05 Jan 2004
Last Revised: 18 Dec 2008
Working Paper Series
University of Zurich - Department of Banking and Finance, QuantAlea GmbH and University of Basel
Downloads
2,057
6.
From Operational Risk to Operational Excellence
Number of pages: 18
Posted: 20 Jul 2003
Working Paper Series
University of Basel, University of Zurich - Department of Banking and Finance and Swiss National Bank, International Monetary Relations
Downloads
1,665
7.
Operational Risk and Insurance: Quantitative and Qualitative Aspects
EFMA 2004 Basel Meetings Paper
Number of pages: 38
Posted: 14 May 2004
Working Paper Series
DZ Bank AG
Downloads
1,511
8.
An Integrated Pricing Model for Defaultable Loans and Bonds
Data Not Availalbe, Cass Business School Research Paper
Number of pages: 21
Posted: 23 May 2003
Working Paper Series
New York University (NYU) - Salomon Center and Algorithmics
There are 3 versions of this paper
An Integrated Pricing Model for Defaultable Loans and Bonds
Data Not Availalbe, Cass Business School Research Paper
Number of pages: 21
Posted: 23 May 2003
Downloads
990
An Integrated Pricing Model for Defaultable Loans and Bonds
NYU Working Paper No. S-CDM-03-05
Number of pages: 21
Posted: 05 Nov 2008
Downloads
113
An Integrated Pricing Model for Defaultable Loans and Bonds
NYU Working Paper No. FIN-03-009
Number of pages: 21
Posted: 03 Nov 2008
Downloads
63
Downloads
990
9.
The Past, Present and Future of Information Systems Research
Number of pages: 220
Posted: 23 Mar 2009
Working Paper Series
XLRI School of Business & Human Resources
Downloads
869
10.
Inland Container Logistics and Interports. Goals and Features of an Ongoing Applied Research
Proceedings of the Ninth Scientific Meeting of the Italian Society of Transport Economists, October 3-5, 2007, Naples, Italy
Number of pages: 24
Posted: 01 Jul 2008
Last Revised: 26 Feb 2012
Accepted Paper Series
affiliation not provided to SSRN , IC2 Institute, The University of Texas at Austin and Federico II University of Naples - Department of Economics
Downloads
770
11.
The Virtues and Vices of Equilibrium and the Future of Financial Economics
Cowles Foundation Discussion Paper No. 1647
Number of pages: 69
Posted: 24 Mar 2008
Working Paper Series
University of Oxford - Institute for New Economic Thinking at the Oxford Martin School and Yale University
Downloads
769
12.
Optimal Credit Limit Management Under Different Information Regimes
Number of pages: 29
Posted: 12 Oct 2003
Working Paper Series
University of Zurich - Department of Banking and Finance, University of Basel and Zurich Cantonal Bank
Downloads
711
13.
Risk, Financing and the Optimal Number of Suppliers
Number of pages: 43
Posted: 06 Jul 2006
Last Revised: 03 Apr 2012
Working Paper Series
McDonough School of Business, Georgetown University, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering, National University of Singapore - NUS Business School and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads
687
14.
A Bayesian Model of the Litigation Game
European Journal of Legal Studies, vol. 4, no. 2 (Autumn/Winter 2011), pp. 220-240
Number of pages: 24
Posted: 22 Jul 2011
Last Revised: 05 Dec 2014
Accepted Paper Series
University of Central Florida
Downloads
556
15.
Assessment of Sustainable Development
ERIM Report Series Reference No. ERS-2000-23-LIS
Number of pages: 21
Posted: 08 Feb 2003
Working Paper Series
Wageningen UR - Animal Sciences Group, Delft University of Technology, Faculty of Technology, Policy and Management, Section of ICT, Wageningen UR - Animal Sciences Group, University of Illinois - Urbana-Champaign - Animal Science Lab and Wageningen UR - Animal Sciences Group
Downloads
527
16.
Improving Patent Examination Efficiency and Quality: An Operations Research Analysis of the USPTO, using Queuing Theory
Federal Circuit Bar Journal, Vol. 17, 2007
Number of pages: 43
Posted: 10 Dec 2007
Accepted Paper Series
United States Patent and Trademark Office and George Mason University - Systems Engineering and Operations Research Department (SEOR)
Downloads
489
17.
Fractional Programming
ERIM Report Series Reference No. ERS-2004-074-LIS
Number of pages: 60
Posted: 26 Aug 2006
Last Revised: 26 Aug 2011
Working Paper Series
Erasmus University, Rotterdam (EUR) - Department of Econometrics and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management
Downloads
470
18.
Fuzzy Transfer Pricing World: On the Analysis of Transfer Pricing with Fuzzy Logic Techniques
IIMA Working Paper No. 2005-12-03
Number of pages: 22
Posted: 10 Jan 2006
Working Paper Series
Indian Institute of Management, Ahmedabad and GTP GlobalTransferPricing Business Solutions GmbH
Downloads
438
19.
Managing Design Complexity to Improve on Cost, Quality, Variety, and Time-to-Market Performance Variables
European University Institute Working Paper No. ECO 97/35
Number of pages: 78
Posted: 08 Jan 2004
Working Paper Series
Athens University of Economics and Business
Downloads
429
20.
Joint Interest Rate Risk Management of Balance Sheet and Hedge Portfolio
Number of pages: 38
Posted: 17 May 2006
Working Paper Series
University of Basel and Core Dynamics GmbH
Downloads
392
21.
Information Diffusion Epidemics in Social Networks
Number of pages: 12
Posted: 15 Nov 2009
Working Paper Series
Instituto de Ingeniería del Conocimiento
Downloads
373
22.
The Eigenfunction Expansion Method in Multi-Factor Quadratic Term Structure Models
Number of pages: 48
Posted: 10 Jan 2006
Working Paper Series
Federal Reserve Bank of New York and Calico Science Consulting
Downloads
325
23.
Failure and Rescue in an Interbank Network
Number of pages: 33
Posted: 25 Sep 2011
Working Paper Series
University of Cambridge - Centre for Mathematical Sciences and London School of Economics & Political Science (LSE) - Department of Mathematics
Downloads
305
24.
Introduction to Convex and Quasiconvex Analysis
ERIM Report Series Reference No. ERS-2004-075-LIS
Number of pages: 95
Posted: 29 Sep 2004
Last Revised: 04 Feb 2008
Working Paper Series
Erasmus University, Rotterdam (EUR) - Department of Econometrics and Babes-Bolyai University - Faculty of Mathematics and Computer Science
Downloads
305
25.
A Risk Management Framework for Penetration Testing of Global Banking & Finance Networks VoIP Protocols
Number of pages: 8
Posted: 25 Jan 2015
Working Paper Series
Global Risk Management Network, LLC
Downloads
285
26.
Effective Algorithms for Integrated Scheduling of Handling Equipment at Automated Container Terminals
ERIM Report Series Reference No. ERS-2001-36-LIS
Number of pages: 31
Posted: 26 Aug 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Erasmus Center for Optimization in Public Transport (ECOPT)
Downloads
281
27.
On Overstretched Critique and Mathematization of Islamic Economics
Journal of King Abdulaziz University in Islamic Economics, Vol. 22, No. 2, pp. 83-89, April 2009
Number of pages: 5
Posted: 05 Aug 2009
Last Revised: 17 Mar 2018
Accepted Paper Series
Independent
Downloads
280
28.
Decomposition of Economic Growth in Bulgaria by Industry
Number of pages: 19
Posted: 18 Nov 2008
Last Revised: 29 Jul 2009
Working Paper Series
Zangador and Ball State University
Downloads
266
29.
Dynamic Scheduling of Handling Equipment at Automated Container Terminals
ERIM Report Series Reference No. ERS-2001-69-LIS
Number of pages: 25
Posted: 20 Feb 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Erasmus Center for Optimization in Public Transport (ECOPT)
Downloads
260
30.
Agent-Based Simulation Models in Organization Science
Number of pages: 25
Posted: 30 Jun 2011
Working Paper Series
University of Bologna and University of Lugano
Downloads
246
31.
A Random Matrix Theory Based Analysis of Stocks of Markets from Different Countries
Number of pages: 6
Posted: 02 Oct 2007
Working Paper Series
Trinity College Dublin - School of Business, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - School of Physics and Trinity College (Dublin) - Department of Physics
Downloads
232
32.
On Errors and Bias of Fourier Transform Methods in Quadratic Term Structure Models
Number of pages: 29
Posted: 10 Jan 2006
Working Paper Series
Federal Reserve Bank of New York and Calico Science Consulting
Downloads
232
33.
Joint Credit Risk Management of Balance Sheet and Hedge Portfolio
Number of pages: 31
Posted: 13 May 2008
Working Paper Series
Core Dynamics GmbH
Downloads
229
34.
On the Convergence Speed in Growth Models
Faculty of Economics & Management Magdeburg (FEMM) Working Paper No. 22/2000
Number of pages: 21
Posted: 10 Oct 2000
Working Paper Series
Karlsruhe Institute of Technology
Downloads
217
35.
Optimal Placement in a Limit Order Book
Number of pages: 26
Posted: 01 Sep 2013
Last Revised: 27 Jul 2016
Working Paper Series
University of California, Berkeley, Université Paris VII Denis Diderot and University of California, Berkeley
Downloads
212
36.
Probability Density of the CIR Model
Number of pages: 8
Posted: 13 Oct 2014
Working Paper Series
Independent, University of Maryland and Brigham Young University
Downloads
208
37.
Handwritten Character Recognition Using Fuzzy Membership Function
IJETSE International Journal of Emerging Technologies in Sciences and Engineering, Vol. 5, No. 2, Dec 2011
Number of pages: 5
Posted: 22 Feb 2012
Last Revised: 23 Feb 2012
Accepted Paper Series
Assam University - Department of Mathematics and affiliation not provided to SSRN
Downloads
200
38.
Stock-Flow Consistent Modeling Through the Ages
Levy Economics Institute of Bard College Working Paper No. 745
Number of pages: 38
Posted: 04 Jan 2013
Last Revised: 08 Jan 2013
Working Paper Series
Department of Economic and Social Sciences, Marche Polytechnic University, Ancona and Centre d'économie de l'Université de Paris Nord (CEPN)
Downloads
198
39.
A Dynamic Approach to Vehicle Scheduling
ERIM Report Series Reference No. ERS-2001-35-LIS
Number of pages: 23
Posted: 26 Aug 2006
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Econometrics, Erasmus Universiteit Rotterdam, ECOPT & ERIM (Deceased) and Erasmus University Rotterdam (EUR) - Erasmus Center for Optimization in Public Transport (ECOPT)
Downloads
195
40.
Joint Interest Rate Risk Management of Balance Sheet and Hedge Portfolio in a Present Value Perspective
Number of pages: 37
Posted: 13 May 2008
Working Paper Series
Core Dynamics GmbH and University of Basel
Downloads
184
41.
Correlations, Risk and Crisis: From Physiology to Finance
Number of pages: 40
Posted: 02 May 2009
Last Revised: 04 May 2009
Working Paper Series
University of Leicester, UK, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads
183
42.
A Fuzzy Logic and Default Reasoning Model of Social Norm and Equilibrium Selection in Games Under Unforeseen Contingencies
University of Trento Economics Discussion Paper No. 13
Number of pages: 26
Posted: 01 Jun 2005
Working Paper Series
Department of public and sovra-national law, University of Milan and University of Genoa - Department of Mathematics
Downloads
182
43.
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs
Number of pages: 38
Posted: 27 Dec 2000
Working Paper Series
University of Chicago - Booth School of Business and Concordia University, Quebec - John Molson School of Business
There are 2 versions of this paper
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs
Number of pages: 38
Posted: 27 Dec 2000
Downloads
176
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs
NBER Working Paper No. w8867
Number of pages: 58
Posted: 28 Mar 2002
Last Revised: 27 Oct 2010
Downloads
28
Downloads
176
44.
Towards a Realistic Model of Corporate Debt Valuation
Number of pages: 22
Posted: 15 Apr 2005
Working Paper Series
Pontificia Universidad Católica Argentina and Instituto Tecnológico de Buenos Aires
Downloads
173
45.
Credit Gap Risk in a First Passage Time Model with Jumps
Centre for Practical Quantitative Finance Working Paper No. 22
Number of pages: 39
Posted: 19 Nov 2009
Working Paper Series
Berlin School of Economics and Law, affiliation not provided to SSRN and Frankfurt School of Finance & Management
Downloads
170
46.
A Note on the Dual of an Unconstrained (Generalized) Geometric Programming Problem
ERIM Report Series Reference No. ERS-2005-006-LIS
Number of pages: 10
Posted: 09 Sep 2005
Working Paper Series
Erasmus University, Rotterdam (EUR) - Department of Econometrics and University of Twente - Department of Applied Mathematics
Downloads
164
47.
A Model of Deliberation Based on Rawls’s Political Liberalism
Social Choice and Welfare, Vol. 36, pp. 121–178, 2011,
Number of pages: 58
Posted: 29 May 2010
Last Revised: 13 Feb 2012
Accepted Paper Series
École Normale Supérieure (ENS)
Downloads
161
48.
A Small Open Economy Model for Nigeria: A BVAR - DSGE Approach
Number of pages: 24
Posted: 12 Jul 2009
Working Paper Series
Department of Economics, Obafemi Awolowo University, Ile-Ife, Nigeria
Downloads
159
49.
Credit Modelling Under Jump Diffusions with Exponentially Distributed Jumps - Stable Calibration, Dynamics and Gap Risk
Number of pages: 22
Posted: 15 Sep 2010
Last Revised: 08 Oct 2015
Working Paper Series
Frankfurt School of Finance & Management gemeinnützige GmbH, Frankfurt School of Finance & Management gemeinnützige GmbH and Frankfurt School of Finance & Management
Downloads
157
50.
Explainable AI in Credit Risk Management
Number of pages: 16
Posted: 10 Jan 2020
Working Paper Series
Firamis, University of Pavia, Firamis and Firamis
Downloads
153
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