James P. Gleeson

University of Limerick, Ireland

Professor of Industrial and Applied Mathematics

MACSI

Dept of Mathematics and Statistics

Limerick

Ireland

http://www.ul.ie/gleesonj

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 47,442

SSRN RANKINGS

Top 47,442

in Total Papers Downloads

626

CITATIONS

2

Scholarly Papers (4)

1.

Valuation of a Cashflow CDO Without Monte Carlo Simulation

Number of pages: 25 Posted: 16 Sep 2009
Quaternion Risk Management, University of Limerick, Ireland, Lloyds Banking Group and Quaternion Risk Management
Downloads 378 (51,730)

Abstract:

cashflow CDO, CLO, tranche, pricing, derivatives, credit, Monte Carlo, simulation

2.

A Framework for Analyzing Contagion in Banking Networks

Number of pages: 23 Posted: 19 Oct 2011
Thomas R. Hurd and James P. Gleeson
McMaster University - Department of Mathematics and Statistics and University of Limerick, Ireland
Downloads 71 (234,122)
Citation 2

Abstract:

Systemic risk, banking network, contagion, random graph, cascade condition, credit risk, financial mathematics, assortativity

3.

Multilayer Networks

M. Kivelä et al [2014]., Journal of Complex Networks, Vol. 2, No. 3: 203–271 ,
Number of pages: 69 Posted: 18 Oct 2013 Last Revised: 20 Apr 2015
University of Oxford, Universitat Rovira i Virgili - Departament d'Enginyeria Informatica i Matematiques, Centre d’Analyse et de Mathématique Sociales (CAMS, CNRS-EHESS), University of Limerick, Ireland, University of Zaragoza and University of Oxford
Downloads 60 (239,353)

Abstract:

networks, multilayer networks, multiplex networks, interdependent networks, networks of networks, interconnected networks

4.

A Simple Generative Model of Collective Online Behaviour

Proceedings of the National Academy of Sciences of the USA, vol. 111 no. 29, 10411-10415.
Number of pages: 36 Posted: 19 Jun 2013 Last Revised: 23 Jul 2014
University of Limerick, Ireland, University of Limerick - Department of Mathematics and Statistics, Harvard University, University of Oxford and University of Oxford - Said Business School
Downloads 22 (400,911)

Abstract:

modelling, collective behaviour, online social networks, branching processes, complex systems