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
5,807
2.
The Quantification of Operational Risk
Number of pages: 38
Posted: 30 Dec 2003
Working Paper Series
University of Zurich 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
4,372
3.
FX Market Behavior and Valuation
Number of pages: 41
Posted: 12 Jan 2007
Working Paper Series
Two Sigma
Downloads
3,952
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
2,324
Operational Risk: A Practitioner's View
Journal of Risk, Vol. 5, No. 3, Spring 2003
Posted: 18 Jun 2003
Downloads
2,324
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, QuantAlea GmbH and University of Basel
Downloads
2,132
6.
From Operational Risk to Operational Excellence
Number of pages: 18
Posted: 20 Jul 2003
Working Paper Series
University of Basel, University of Zurich and Swiss National Bank, International Monetary Relations
Downloads
1,723
7.
Operational Risk and Insurance: Quantitative and Qualitative Aspects
Number of pages: 38
Posted: 14 May 2004
Working Paper Series
DZ Bank AG
Downloads
1,603
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
1,025
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
127
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
78
Downloads
1,025
9.
Explainable Machine learning in Credit Risk Management
Number of pages: 21
Posted: 10 Jan 2020
Last Revised: 02 Jul 2020
Working Paper Series
University of Pavia, University of Pavia, Munich Reinsurance Company, Financial Solutions and NVIDIA GmbH
Downloads
1,008
10.
Explainable Machine Learning Models of Consumer Credit Risk
Number of pages: 48
Posted: 14 Jan 2022
Last Revised: 25 Apr 2022
Working Paper Series
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, affiliation not provided to SSRN, affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science, Massachusetts Institute of Technology (MIT) and Peking University - School of Mathematical Sciences
Downloads
961
11.
The Past, Present and Future of Information Systems Research
Number of pages: 220
Posted: 23 Mar 2009
Working Paper Series
Indian Institute of Technology Delhi
Downloads
942
12.
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
875
13.
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
811
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
Pontifical Catholic University of Puerto Rico
Downloads
807
15.
Optimal Credit Limit Management Under Different Information Regimes
Number of pages: 29
Posted: 12 Oct 2003
Working Paper Series
University of Zurich, University of Basel and Zurich Cantonal Bank
Downloads
761
16.
Risk, Financing and the Optimal Number of Suppliers
Number of pages: 43
Posted: 06 Jul 2006
Last Revised: 03 Apr 2012
Working Paper Series
Georgetown University - McDonough School of Business, 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
754
17.
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
741
18.
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 University and Research (WUR) - Animal Sciences Group, Delft University of Technology, Faculty of Technology, Policy and Management, Section of ICT, Wageningen University and Research (WUR) - Animal Sciences Group, University of Illinois - Urbana-Champaign - Animal Science Lab and Wageningen University and Research (WUR) - Animal Sciences Group
Downloads
566
19.
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
547
20.
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
518
21.
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
469
22.
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
440
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
425
24.
The Political Economy of Complexity: The Case of Cyber-Communism
Number of pages: 29
Posted: 04 Mar 2022
Working Paper Series
Free Market Institute, Universidad Auntónoma de Chile and Universidad Complutense de Madrid (UCM)
Downloads
425
25.
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
407
26.
Information Diffusion Epidemics in Social Networks
Number of pages: 12
Posted: 15 Nov 2009
Working Paper Series
Instituto de Ingeniería del Conocimiento
Downloads
392
27.
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
383
28.
Black-Litterman End-to-End
Number of pages: 25
Posted: 07 Aug 2023
Last Revised: 14 Aug 2023
Working Paper Series
Department of Economics, University of Pittsburgh and Princeton University
Downloads
376
29.
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
Amazon Web Services Partner
Downloads
361
30.
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 Agence Française de Développement (AFD)Centre d'économie de l'Université de Paris Nord (CEPN)
Downloads
351
31.
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
347
32.
Introduction to Convex and Quasiconvex Analysis
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
327
33.
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
327
34.
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
319
35.
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
311
36.
Decomposition of Economic Growth in Bulgaria by Industry
Number of pages: 19
Posted: 18 Nov 2008
Last Revised: 29 Jul 2009
Working Paper Series
ZangadorZangador Research institute and Ball State University
Downloads
310
37.
Dynamic Scheduling of Handling Equipment at Automated Container Terminals
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
282
38.
Foundations and Trends at the Interface of Finance, Operations, and Risk Management
Number of pages: 150
Posted: 04 Nov 2020
Last Revised: 23 Feb 2021
Working Paper Series
Georgetown University - McDonough School of Business and University of Chicago - Booth School of Business
Downloads
282
39.
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
280
40.
The Influence of Implementation Brain-Friendly Learning Through the Whole Brain Teaching to Students’ Response and Creative Character in Learning Mathematics
Jurnal Pendidikan dan Pengajaran, Volume 50, Nomor 1, 2017
Number of pages: 10
Posted: 08 Apr 2017
Last Revised: 19 Jul 2017
Accepted Paper Series
IAIN Syekh Nurjati Cirebon and IAIN Syekh Nurjati Cirebon
Downloads
276
41.
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
257
42.
Why Encryption and Crypto Systems Fail and How to Preempt and Prevent Such Systems Failures: Cryptology beyond Shannon’s Information Theory: Preparing for When the ‘Enemy Knows the System’: Technical Focus on Number Field Sieve Cryptanalysis Algorithms for Most Efficient Prime Factorization on Composites
Number of pages: 25
Posted: 24 Jan 2015
Last Revised: 11 Jan 2019
Working Paper Series
Amazon Web Services Partner
Downloads
251
43.
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
241
44.
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
241
45.
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
239
46.
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
234
47.
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
228
48.
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
218
49.
A Quadratic Gaussian Year-on-Year Inflation Model
PhD Thesis, Imperial College London
Number of pages: 150
Posted: 26 Jun 2013
Working Paper Series
Imperial College London
Downloads
217
50.
Marking Territory: Modeling the Spread of Ethnic Conflict in Bosnia and Herzegovina, 1992-1995
Economic Research Initiatives at Duke (ERID) Working Paper No. 266
Number of pages: 67
Posted: 18 Apr 2018
Last Revised: 24 May 2022
Working Paper Series
Duke University - Department of Economics, Government of the United States of America - Navy, World Bank and Duke University
Downloads
206
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