Perwez Shahabuddin

Columbia University - Department of Industrial Engineering and Operations Research (IEOR)

331 S.W. Mudd Building

500 West 120th Street

New York, NY 10027

United States

SCHOLARLY PAPERS

3

DOWNLOADS

75

SSRN CITATIONS
Rank 19,628

SSRN RANKINGS

Top 19,628

in Total Papers Citations

1

CROSSREF CITATIONS

46

Scholarly Papers (3)

1.

Portfolio Value-at-Risk with Heavy-Tailed Risk Factors

Number of pages: 31 Posted: 16 Jan 2003
Paul Glasserman, Philip Heidelberger and Perwez Shahabuddin
Columbia Business School, IBM Research Division and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 42 (452,656)
Citation 1
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2.

Large Deviations in Multifactor Portfolio Credit Risk

Mathematical Finance, Vol. 17, No. 3, pp. 345-379, July 2007
Number of pages: 35 Posted: 28 Jun 2007
Paul Glasserman, Wanmo Kang and Perwez Shahabuddin
Columbia Business School, Korea Advanced Institute of Science and Technology (KAIST) - Department of Mathematical Science and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 33 (492,696)
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Abstract:

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3.

Variance Reduction Techniques for Simulating Value-at-Risk

Posted: 23 Nov 1999
Paul Glasserman, Philip Heidelberger and Perwez Shahabuddin
Columbia Business School, IBM Research Division and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)

Abstract:

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