Search Results
JEL Code: C02

300,443 Total downloads

Viewing: 51 - 100 of 1,438 papers

51.

Proof of Bessel's Relation: Part II

Number of pages: 1 Posted: 19 Sep 2017
Working Paper Series
Downloads 916
52.

Banking Transformation

Number of pages: 481 Posted: 21 Feb 2013 Last Revised: 21 Mar 2018
Working Paper Series
University of Basel and Masaryk University
Downloads 880
53.

FX Forward Invariance & Discounting with CSA Collateral

Number of pages: 3 Posted: 31 Jul 2017
Working Paper Series
University of Oxford, Said Business School
Downloads 873
54.

Game Theory and Cold War Rationality: A Review Essay

Economic Research Initiatives at Duke (ERID) Working Paper No. 208
Number of pages: 32 Posted: 25 Feb 2016 Last Revised: 12 Mar 2016
Working Paper Series
Duke University - Department of Economics
Downloads 860
55.

Libor Benchmark Reform: An Overview of Libor Changes and Its Impact on Yield Curves, Pricing and Risk

Number of pages: 67 Posted: 12 Nov 2019 Last Revised: 03 Jan 2020
Working Paper Series
University of Oxford, Said Business School
Downloads 853
56.

Mathematical Structure of Quantum Decision Theory

Advances in Complex Systems, Vol. 13, pp. 659-698, 2010
Number of pages: 40 Posted: 08 Sep 2008 Last Revised: 12 Nov 2010
Accepted Paper Series
Joint Institute for Nuclear Research and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 853
57.

An Adaptive Successive Over-Relaxation Method for Computing the Black-Scholes Implied Volatility

Number of pages: 57 Posted: 15 Nov 2007 Last Revised: 15 Nov 2007
Working Paper Series
Bloomberg LP and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 833
58.

Airlines Performance via Two-Stage Network DEA Approach

Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 4, Issue 2, pp. 260-269, 2011
Number of pages: 10 Posted: 23 Sep 2011 Last Revised: 30 Oct 2012
Accepted Paper Series
Worcester Polytechnic Institute (WPI)
Downloads 773
59.

Understanding Unreported Cases in the 2019-Ncov Epidemic Outbreak in Wuhan, China, and the Importance of Major Public Health Interventions (中国武汉新冠疫情中未报告有症状病例的数量及公共卫生防控措施重要性的研究)

Number of pages: 12 Posted: 04 Feb 2020
Working Paper Series
Beijing Normal University (BNU) - School of Mathematical Sciences, University of Bordeaux - Institut de Mathematiques de Bordeaux, Ecole Polytechnique de Thies - Departement Tronc Commun and Vanderbilt University - Department of Mathematics
Downloads 749
60.

A Review of the Vasicek & Hull-White Models & the Likelihood of Negative Rates

Number of pages: 13 Posted: 14 Feb 2018 Last Revised: 19 Nov 2018
Working Paper Series
University of Oxford, Said Business School
Downloads 740
61.

Shipping Performance Assessment and the Role of Key Performance Indicators (KPIs): 'Quality Function Deployment' for Transforming Shipowner's Expectation

Number of pages: 18 Posted: 04 Jan 2013
Working Paper Series
Texas A&M University at Galveston, Yildiz Technical University, National Taiwan Ocean University and Kobe University
Downloads 723
62.

Epidemic Prediction of 2019-nCoV in Hubei Province and Comparison with SARS in Guangdong Province

Number of pages: 16 Posted: 04 Feb 2020
Working Paper Series
Xidian University, Xidian University and Xidian University
Downloads 698
63.

Neural Network Embedding of the Over-Dispersed Poisson Reserving Model

Number of pages: 30 Posted: 14 Dec 2018
Working Paper Series
ETH Zurich, Department of Mathematics, RiskLab, Students, Old Mutual Insure and RiskLab, ETH Zurich
Downloads 698
64.

Analytic Approximations for Multi-Asset Option Pricing

ICMA Centre Discussion Papers in Finance DP2009-05
Number of pages: 44 Posted: 25 Jun 2009 Last Revised: 16 Aug 2010
Working Paper Series
University of Sussex Business School and University of Reading - ICMA Centre

Multiple version iconThere are 2 versions of this paper

Downloads 693
65.

Express Measurement of Market Volatility Using Ergodicity Concept

Number of pages: 14 Posted: 21 Jul 2016 Last Revised: 10 Jun 2018
Working Paper Series
Algostox Trading
Downloads 687
66.

A Heuristic for Approximating Extreme Negative Price Returns in Financial Markets

133 Acta Physica Polonica A 1408 (2018)
Number of pages: 21 Posted: 30 Jan 2017 Last Revised: 04 Aug 2018
Accepted Paper Series
Texas A&M University School of Innovation
Downloads 679
67.

Revisiting Samuelson's Foundations of Economic Analysis

Journal of Economic Literature, Vol. 53, No. 2, 2015
Number of pages: 51 Posted: 06 Nov 2014 Last Revised: 04 Jul 2015
Accepted Paper Series
University of Birmingham - Department of Economics
Downloads 679
68.

Martingale Measures & Change of Measure Explained

Number of pages: 16 Posted: 01 May 2017
Working Paper Series
University of Oxford, Said Business School
Downloads 657
69.

Joint Inventory and Fulfillment Decisions for Omnichannel Retail Networks

Ross School of Business Paper No. 1341
Number of pages: 41 Posted: 01 Mar 2017 Last Revised: 10 Sep 2019
Working Paper Series
Target Corporation, University of Michigan, Stephen M. Ross School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads 651
70.

Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach

Number of pages: 31 Posted: 09 Feb 2007 Last Revised: 25 Jul 2008
Working Paper Series
University of Gothenburg - Department of Economics/Centre for Finance
Downloads 639
71.

An Anatomy of the Market Return

Swiss Finance Institute Research Paper No. 15-61
Number of pages: 75 Posted: 22 Oct 2015 Last Revised: 01 Apr 2018
Working Paper Series
University of Lugano - Institute of Finance
Downloads 634
72.

Spoofing and Price Manipulation in Order Driven Markets

Number of pages: 38 Posted: 02 Aug 2019 Last Revised: 30 Jan 2020
Working Paper Series
University of Oxford, University of Toronto - Department of Statistics and University of Oxford
Downloads 623
73.

A Novel Derivation and Interpretation of the Kelly Criterion

Number of pages: 18 Posted: 22 Mar 2021 Last Revised: 02 Nov 2021
Working Paper Series
University of Basel, Actuarial Science, Department of Mathematics and Computer ScienceBerninaRe Ltd.
Downloads 617
74.

Hidden Interactions in Financial Markets

Proceedings of the National Academy of Sciences (PNAS) of the United States of America, Volume 116, Issue 22, p. 10646-10651, May 2019, DOI: 10.1073/pnas.1819449116
Number of pages: 33 Posted: 28 Jan 2018 Last Revised: 03 Aug 2020
Accepted Paper Series
University College Dublin, Monash University - Department of Econometrics & Business Statistics, Boston University - Center for Polymer Studies and California Institute of Technology
Downloads 616
75.

Fighting Accounting Fraud Through Forensic Data Analytics

Number of pages: 39 Posted: 22 May 2018
Working Paper Series
University of Sydney Business School and University of Sydney
Downloads 607
76.

Hemşirelerin Stres Seviyesine Etki Eden Faktörlerin Öncelik Sırasının Çok Kriterli Karar Verme Tekniği Ile Belirlenmesi (Determining the Precedence Order of the Factors Influencing Nurses’ Stress Level Using Multi Criteria Decision Making Techniques)

Optimum Ekonomi ve Yönetim Bilimleri Dergisi (Optimum Journal of Economics and Management Sciences), 2014, Vol:1, Number:1, 21-35, Humanistic Management Network, Research Paper Series No. 14-14
Number of pages: 16 Posted: 06 Mar 2014 Last Revised: 09 Apr 2014
Accepted Paper Series
Istanbul University - Faculty of Medicine, Department of Human Resource Management / School of Business / Istanbul University and Istanbul University - School of Business - Department of Quantitative Techniques
Downloads 603
77.

A Dynamic IS-LM Model with Adaptive Expectations

Number of pages: 11 Posted: 23 Jun 2008
Working Paper Series
Bucharest Academy of Economic Studies
Downloads 601
78.

Gambling for Quants, Part 1: A Simple Fractional Betting System

Number of pages: 19 Posted: 10 Feb 2017
Working Paper Series
Stuart School of Business, Illinois Institute of Technology
Downloads 596
79.

Mortality Regimes and Pricing

North American Actuarial Journal, Vol. 15, No. 2, pp. 266-289, 2011
Number of pages: 41 Posted: 09 Nov 2009 Last Revised: 05 Sep 2011
Accepted Paper Series
University of Cyprus - Department of Accounting and Finance, University of Nebraska at Lincoln - Department of Finance and University of Manitoba - Asper School of Business
Downloads 595
80.

A PDE Approach to Jump-Diffusions

Number of pages: 37 Posted: 28 Oct 2010
Working Paper Series
New York University Finance and Risk Engineering and BNP Paribas
Downloads 593
81.

A Concise Guide to Dynamic Optimization

Number of pages: 43 Posted: 16 Oct 2011 Last Revised: 27 Nov 2016
Working Paper Series
University at Buffalo - Department of Economics
Downloads 587
82.

Robust Modelling of the Impacts of Climate Change on the Habitat Suitability of Forest Tree Species

de Rigo, D., Caudullo, G., San-Miguel-Ayanz, J, Barredo, J.I., 2017. Robust modelling of the impacts of climate change on the habitat suitability of forest tree species. Publication Office of the European Union, 58 pp. ISBN:978-92-79-66704-6 , doi/10.2760/296501
Number of pages: 58 Posted: 05 May 2017
Accepted Paper Series
European Commission, Joint Research Centre (JRC), European Union - Bio-Economy Unit, European Union - Disaster Risk Management Unit and European Union - Bio-Economy Unit
Downloads 575
83.

Mid-Price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators

Number of pages: 40 Posted: 08 Aug 2018
Working Paper Series
Tampere University of Technology, Tampere University, Tampere University of Technology and Aarhus University
Downloads 570
84.

Alpha Representation for Active Portfolio Management and High Frequency Trading in Seemingly Efficient Markets

JSM Proceedings, Business and Economic Statistics Section, pp. 673-687, American Statistical Association, Alexandria, VA, 2011
Number of pages: 15 Posted: 01 Sep 2011 Last Revised: 29 Mar 2012
Accepted Paper Series
University of Leicester
Downloads 569
85.

Climate Change and Risk Management: Challenges for Insurance, Adaptation, and Loss Estimation

RFF Discussion Paper No. 09-03-REV
Number of pages: 38 Posted: 27 Feb 2009 Last Revised: 19 Oct 2014
Working Paper Series
Resources for the Future and Resources for the Future
Downloads 568
86.

Convexity Adjustments Made Easy - A Review of Convexity Adjustment Methodologies and Formulae in Interest Rate Markets

Number of pages: 39 Posted: 17 Jun 2019 Last Revised: 23 Dec 2019
Working Paper Series
University of Oxford, Said Business School
Downloads 560
87.

Parameters for Estimation of Entropy to Study Price Manipulation in Stock Market

10th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 19 Posted: 09 Feb 2007
Working Paper Series
Goa University - Department of Commerce and National Stock Exchange of India
Downloads 540
88.

Coarse Grain Automatic Differentiation: A Practical Approach to Fast and Exact Computation of First and Second Order Derivatives in Software

Number of pages: 27 Posted: 09 Feb 2017 Last Revised: 27 Nov 2017
Working Paper Series
Independent and Independent
Downloads 518
89.

Factor Investing in South Africa

Number of pages: 28 Posted: 05 Nov 2016 Last Revised: 08 Nov 2016
Working Paper Series
Peresec, University of Cape Town (UCT) and Peregrine Securities
Downloads 513
90.

Excursion Risk

Number of pages: 36 Posted: 16 Nov 2020
Working Paper Series
University of Oxford, University of Oxford and University of Southern California - Epstein Department of Industrial & Systems Engineering
Downloads 504
91.

Economic Order Quantity (EOQ)

Number of pages: 14 Posted: 05 Nov 2019
Working Paper Series
International Training InstituteInternational Training Institute
Downloads 499
92.

Megasfinity

Number of pages: 5 Posted: 04 Aug 2010 Last Revised: 05 Aug 2010
Working Paper Series
Centre of Latin American Studies (CLAS) - University of Malaya
Downloads 499
93.

Divergence and the Price of Uncertainty

Swiss Finance Institute Research Paper No. 15-60
Number of pages: 90 Posted: 25 Nov 2015
Working Paper Series
University of Lugano - Institute of Finance and Swiss Finance Institute
Downloads 498
94.

Note-Taking Mode and Academic Performance in Two Law School Courses

69 J. Legal Educ. 207-229 (2019), Roger Williams Univ. Legal Studies Paper No. 194
Number of pages: 23 Posted: 09 Mar 2018 Last Revised: 27 Dec 2019
Accepted Paper Series
Roger Williams University School of Law, University of Louisville - Louis D. Brandeis School of Law and Roger Williams University - Department of Mathematics
Downloads 488
95.

Chaoticity Versus Stochasticity in Financial Markets: Are Daily S&P 500 Return Dynamics Chaotic?

Number of pages: 87 Posted: 15 Mar 2021
Working Paper Series
Markus Vogl {Business & Data Science} and University of Stuttgart
Downloads 480
96.

Systematic Testing of Systematic Trading Strategies

Number of pages: 24 Posted: 01 Mar 2018 Last Revised: 16 Mar 2018
Working Paper Series
University of Cape Town (UCT) and Peresec
Downloads 480
97.

A Review of the Fundamentals of the Fundamental Review of the Trading Book II: Asymmetries, Anomalies, and Simple Remedies

Number of pages: 27 Posted: 09 Aug 2017 Last Revised: 09 Jun 2018
Working Paper Series
CIBC World Markets - Risk Quant, Capital Markets, CIBC

Multiple version iconThere are 2 versions of this paper

Downloads 477
98.

A Review of the Generalized Black-Scholes Formula & It’s Application to Different Underlying Assets

Number of pages: 12 Posted: 23 Aug 2017 Last Revised: 15 Feb 2018
Working Paper Series
University of Oxford, Said Business School
Downloads 475
99.

Verification Dilemmas, Law, and the Promise of Zero-Knowledge Proofs

Berkeley Technology Law Journal, Vol. 37, No. 1, 2022
Number of pages: 55 Posted: 18 Feb 2021 Last Revised: 06 May 2021
Accepted Paper Series
University of California, Berkeley - School of Law, Boston University, Department of Computer Science, University of California, Berkeley - Simons Institute for the Theory of Computing, University of California, Berkeley, School of Law and University of California, Berkeley - School of Law
Downloads 468
100.

Convexity Adjustments for ATS Models

ISEG Advance Working Paper No. 9/2008
Number of pages: 25 Posted: 05 May 2009 Last Revised: 18 Mar 2016
Working Paper Series
ISEG and Cemapre/REM, Universidade de Lisboa and Aarhus University - School of Business and Social Sciences
Downloads 467