Charles S. Tapiero

NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering

Brooklyn, NY 11201

United States

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 9,183

SSRN RANKINGS

Top 9,183

in Total Papers Downloads

4,983

CITATIONS

8

Ideas:
“  Current Research spans three domains: (1) Global and Future Finance. A forthcoming Book this year 2017 is to appear in Wiley on Globalization, Gating and Risk Finance (with U. Nyamabuu from the City University, New York). (2) Fractional and Financial Randomness. This research (with Pierre Vallois, University of Renne, France) includes numerous papers that use a statistical approach to provide a foundation to fractional stochastic models, Fractional Brownian Bridge, Fractional Stable Distributions as well as provide an appropriate appreciation of fractional and statistical models. (3) And finally, my interests in finance have shifted to "Financialization and Society" applied to numerous problems and issues that are currently outstanding such as: Financialization and Infrastructure Investment", Financialization, Carbon Trading and the Quality of the Environment" and other topics. This research will provide a financial and quantitative and economic approach to these problems.  ”

Scholarly Papers (21)

1.

The Future of Financial Engineering

NYU Poly Research Paper
Number of pages: 23 Posted: 03 May 2013 Last Revised: 07 Nov 2017
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 1,022 (20,790)

Abstract:

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2.

CDO and Structured Financial Products: A Modeling Perspective

NYU Poly Research Paper Forthcoming
Number of pages: 51 Posted: 13 Jul 2010
Charles S. Tapiero and Daniel Totouom
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and BNP Paribas
Downloads 942 (23,430)
Citation 1

Abstract:

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credit derivatives, structured products, CDO, pricing, modeling

3.

The Future of Financial Risk Management

Third Annual Conference of the Cass-Capco Institute Paper Series on Risk, London, April 19, 2010
Number of pages: 20 Posted: 04 Mar 2010
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 930 (23,874)
Citation 2

Abstract:

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4.

Quality, Risk and the Taleb Quadrants

IBM Quality & Productivity Research Conference, 2009
Number of pages: 20 Posted: 16 Jul 2009 Last Revised: 07 Oct 2009
Ron S. Kenett and Charles S. Tapiero
KPA Ltd. and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 692 (36,049)
Citation 2

Abstract:

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5.

Energy Consumption and Environmental Pollution: A Stochastic Model

IMA Journal of Management Mathematics, Vol. 20, No. 3, pp. 263-273, 2009
Number of pages: 17 Posted: 17 Jul 2009
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 278 (108,747)

Abstract:

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energy, pollution, eco-management, queueing

6.

Insurance and Finance: Competition and/or Convergence

Risk and Decision Analysis, Forthcoming, NYU Poly Research Paper
Number of pages: 24 Posted: 29 Dec 2010 Last Revised: 20 Mar 2011
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 163 (181,199)

Abstract:

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7.

The Price of Safety and Economic Reliability

Safety and Reliability, Springer Verlag, Pham Hoang, Editor, Forthcoming
Number of pages: 26 Posted: 16 Jul 2009 Last Revised: 28 Aug 2010
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 124 (226,158)

Abstract:

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8.

Market Pricing Orders Management with Price and Demand Uncertainty in Complete and Implied Complete Markets

International Journal of Production Economics, Vol. 115, No. 1, 2008
Number of pages: 14 Posted: 17 Jul 2009
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 114 (240,614)

Abstract:

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market pricing, orders management, inventory, finance

9.

A Claims Persistence Process and Insurance

Insurance: Mathematics and Economics, Vol. 44, No. 3, 2009
Number of pages: 22 Posted: 16 Jul 2009
Charles S. Tapiero and Pierre Vallois
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and University of Lorraine
Downloads 103 (258,419)

Abstract:

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Random walk, Persistence, Insurance claims, Value at risk

10.

The Price of Granularity and Fractional Finance

NYU Poly Research Paper
Number of pages: 23 Posted: 27 Mar 2015
Charles S. Tapiero, Oren Tapiero and Guy Jumarie
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering, Concordia University, Quebec - John Molson School of Business and University of Quebec at Montreal (UQAM)
Downloads 99 (265,389)

Abstract:

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11.

A Financial CCAPM and Economic Inequalities

Number of pages: 27 Posted: 25 May 2014
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 92 (278,300)

Abstract:

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12.

Strategic Naval Inspection for Port Safety and Security

Number of pages: 23 Posted: 31 Dec 2010
Kevin X. Li and Charles S. Tapiero
Hong Kong Polytechnic University - Department of Logistics and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 73 (319,981)
Citation 1

Abstract:

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Inspection Policy, Maritime Controls, Safety, Regulation, Bi-Matrix Game, Random Payoff Games, Risk Analysis

13.

Water Supply and Consumption Uncertainty: A Conflict-Equilibrium

Annals of Operation Research, Forthcoming
Number of pages: 28 Posted: 03 Mar 2010
Konstantin Kogan and Charles S. Tapiero
Bar-Ilan University - Department of Management and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 73 (319,981)

Abstract:

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14.

Big Data and Intelligence

Number of pages: 14 Posted: 26 Oct 2017
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 61 (351,870)

Abstract:

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data science, big data, statistics

15.

The Price of Quality Claims

Number of pages: 17 Posted: 16 Jul 2009
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 61 (351,870)

Abstract:

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16.

Inter-Temporal Inventory Competition and the Effects of Capacity Constraints

International Journal of Production Economics, Forthcoming
Number of pages: 7 Posted: 08 Mar 2011
Konstantin Kogan and Charles S. Tapiero
Bar-Ilan University - Department of Management and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 44 (407,108)

Abstract:

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17.

Self-Serving Altruistic Consumption and International Prices

NYU Poly Research Paper
Number of pages: 17 Posted: 30 Jan 2015
Charles S. Tapiero and Unurjargal Nyambuu
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 35 (442,503)

Abstract:

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International prices, altruism, trade, utility of consumption

18.

Suppliers-Led Outsourcing: An Intertemporal Hierarchical Framework

IMA Journal of Management Mathematics, Forthcoming
Number of pages: 34 Posted: 03 Mar 2010
Konstantin Kogan and Charles S. Tapiero
Bar-Ilan University - Department of Management and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 34 (446,679)

Abstract:

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19.

Re-Engineering Risks and the Future of Finance

Risk Management in Financial Institutions, Euro-Money Books, London ISBN: 978-1-78137-168-8
Number of pages: 22 Posted: 26 Oct 2017
Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 23 (501,659)

Abstract:

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20.

Implied Fractional Hazard Rates and Default Risk Distributions

Probability, Uncertainty and Quantitative Risk, March 2017
Number of pages: 14 Posted: 25 Oct 2017
Charles S. Tapiero and Pierre Vallois
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and University of Lorraine
Downloads 20 (519,084)

Abstract:

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Fractional Randomness, Hazard Rate, Default Probability, Finance

21.

Water Supply Risk, Demand Uncertainty and the Implied Price of Water Shortfall

NYU Poly Research Paper
Posted: 03 Nov 2010
Mirela Ivan and Charles S. Tapiero
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering

Abstract:

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Water Supply, Demand, Price, Certain Equivalent, Risk Neutral Pricing