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
6,042
2.
The Quantification of Operational Risk
Number of pages: 38
Posted: 30 Dec 2003
Working Paper Series
University of Zurich and University of Basel
Downloads
4,487
3.
FX Market Behavior and Valuation
Number of pages: 41
Posted: 12 Jan 2007
Working Paper Series
Two Sigma
Downloads
4,085
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
2,351
Operational Risk: A Practitioner's View
Journal of Risk, Vol. 5, No. 3, Spring 2003
Posted: 18 Jun 2003
Downloads
2,351
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
2,209
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
1,769
7.
Operational Risk and Insurance: Quantitative and Qualitative Aspects
Number of pages: 38
Posted: 14 May 2004
Working Paper Series
DZ Bank AG
Downloads
1,637
8.
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
1,252
9.
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
1,073
10.
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
1,053
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
140
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
88
Downloads
1,053
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
980
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
912
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
899
14.
Black-Litterman End-to-End
Number of pages: 25
Posted: 07 Aug 2023
Last Revised: 02 May 2024
Working Paper Series
Department of Economics, University of Pittsburgh and Princeton University
Downloads
827
15.
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) - NUS Business School and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads
816
16.
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
815
17.
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
814
18.
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
636
19.
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
586
20.
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
584
21.
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
543
22.
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
526
23.
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
510
24.
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
479
25.
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
469
26.
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
448
27.
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
427
28.
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
421
29.
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
409
30.
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
408
31.
Information Diffusion Epidemics in Social Networks
Number of pages: 12
Posted: 15 Nov 2009
Working Paper Series
Instituto de Ingeniería del Conocimiento
Downloads
406
32.
The Eigenfunction Expansion Method in Multi-Factor Quadratic Term Structure Models
Number of pages: 48
Posted: 10 Jan 2006
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and Calico Science Consulting
Downloads
378
33.
Agent-Based Simulation Models in Organization Science
Number of pages: 25
Posted: 30 Jun 2011
Working Paper Series
University of Bologna - Department of Management and University of Lugano
Downloads
376
34.
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
361
35.
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
336
36.
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
United International University - Department of Economics
Downloads
330
37.
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
326
38.
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
Global Risk Management Network, LLC
Downloads
323
39.
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
315
40.
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
307
41.
The Implied Futures Financing Rate
Number of pages: 49
Posted: 15 Mar 2021
Working Paper Series
University of California, Berkeley, University of California, Berkeley, University of California, Berkeley and University of California, Berkeley
Downloads
301
42.
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
296
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
291
44.
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 Banks - Federal Reserve Bank of New York and Calico Science Consulting
Downloads
276
45.
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
275
46.
Modular Decomposition of Boolean Functions
Number of pages: 42
Posted: 19 Feb 2003
Working Paper Series
Erasmus University Rotterdam (EUR) - Centre for Computers and Law
Downloads
272
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
267
48.
Local and Terminal Volatility of Equity in a Hybrid Model with Hull White Interest Rates
Number of pages: 11
Posted: 29 Aug 2016
Working Paper Series
R+V Lebensversicherung AG
Downloads
262
49.
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
260
50.
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
256
Feedback
Feedback to SSRN