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JEL Code: C65

71,554 Total downloads

Viewing: 51 - 100 of 432 papers

51.

Pricing Interest Rate Derivatives Under Different Interest Rate Modeling: A Critical and Empirical Comparison

Investment Management and Financial Innovations, Vol. 7, No. 2, 2010
Number of pages: 10 Posted: 04 Feb 2011
Accepted Paper Series
University of Naples Federico II - Faculty of Economics
Downloads 377
52.
Downloads 345
53.

The Log-Linear Return Approximation, Bubbles, and Predictability

Journal of Financial and Quantitative Analysis, Vol. 47, Nr. 3, 2012, s. 643-665.
Number of pages: 42 Posted: 09 Aug 2010 Last Revised: 28 Feb 2013
Working Paper Series
University of Aarhus - CREATES, Aarhus University - CREATES and affiliation not provided to SSRN
Downloads 329
54.

Optimal Investment in Credit Derivatives Portfolio Under Contagion Risk

Mathematical Finance. Forthcoming
Number of pages: 39 Posted: 20 Oct 2013 Last Revised: 14 Feb 2014
Accepted Paper Series
Xidian University and Columbia University

Multiple version iconThere are 2 versions of this paper

Downloads 319
55.

Pricing CO2 Permits Using Approximation Approaches

Number of pages: 24 Posted: 23 Dec 2009
Working Paper Series
University of Duisburg-Essen and University of Duisburg-Essen - Faculty of Economic Science
Downloads 319
56.

A Suggestion about Potentialities for the SWOT Analysis' Development concerning Threats

Economics and Management, Vol. 2, p. 94-103, 2012
Number of pages: 10 Posted: 18 Apr 2017
Accepted Paper Series
University of National and World Economy, Department of Financial Control and University of National and World Economy, Department of Management
Downloads 298
57.

Interest Rate Models for Pricing Derivatives: The Case of Cap Contracts

Number of pages: 22 Posted: 27 Jan 2010 Last Revised: 30 Sep 2010
Working Paper Series
University of Naples Federico II - Faculty of Economics
Downloads 291
58.

Completing CVA and Liquidity: Firm-Level Positions and Collateralized Trades

Number of pages: 19 Posted: 17 Sep 2010
Working Paper Series
MUFG Securities EMEA plc
Downloads 290
59.

The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective

Number of pages: 14 Posted: 23 Sep 2020
Working Paper Series
Fidelity Investments, Inc.
Downloads 290
60.

A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry

Swiss Finance Institute Research Paper No. 16-04
Number of pages: 44 Posted: 04 Feb 2016
Working Paper Series
University of Zurich, Students, Zurich Insurance Group, University of Zurich - Institute of Business Administration and IMD Lausanne
Downloads 286
61.

The Lexicographic Method in Preference Theory

Number of pages: 31 Posted: 21 Dec 2012 Last Revised: 26 Feb 2021
Working Paper Series
University of London, Royal Holloway College - Department of Economics
Downloads 286
62.

Representation Theory for Risk on Markowitz-Tversky-Kahneman Topology

Number of pages: 27 Posted: 11 Jun 2012 Last Revised: 12 Jun 2012
Working Paper Series
University of Leicester
Downloads 280
63.

A Unified Approach to Algorithms Generating Unrestricted and Restricted Integer Compositions and Integer Partitions

Journal of Mathematical Modelling and Algorithms
Number of pages: 36 Posted: 18 Aug 2008 Last Revised: 31 Jan 2011
Accepted Paper Series
DataMineit, LLC; Allstate
Downloads 277
64.

Spectral Analysis of Business and Consumer Survey Data

IREA Working Papers 2020/06. Research Institute of Applied Economics, University of Barcelona, AQR Working Papers 2020/02. Regional Quantitative Analysis Research Group, University of Barcelona
Number of pages: 31 Posted: 04 Jun 2020 Last Revised: 03 Jun 2021
Working Paper Series
University of Barcelona - Regional Quantitative Analysis Group (AQR-IREA), Polytechnic University of Catalunya and University of Barcelona - Riskcenter-IREA
Downloads 275
65.

Initial Public Offerings Under Ambiguity

Number of pages: 43 Posted: 20 Mar 2014 Last Revised: 19 Dec 2014
Working Paper Series
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Colorado at Boulder - Department of Finance
Downloads 272
66.

Pricing and Mitigation of Counterparty Credit Exposures

Handbook of Systemic Risk, edited by J.-P. Fouque and J.Langsam. Cambridge University Press, 2012
Number of pages: 21 Posted: 12 Feb 2013
Accepted Paper Series
Columbia University
Downloads 270
67.

Constant and Variable Returns to Scale DEA Models for Socially Responsible Investment Funds

Ca’ Foscari University of Venice Department of Economics Working Paper No. 20/WP/2012
Number of pages: 26 Posted: 03 Oct 2012
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia and Ca Foscari University of Venice - Department of Management
Downloads 268
68.

Data Mining for the Study of the Epidemic (SARS- CoV-2) COVID-19: Algorithm for the Identification of Patients (SARS-CoV-2) COVID 19 in Mexico

Number of pages: 8 Posted: 04 Aug 2020
Working Paper Series
Instituto de Investigaciones y Estudios Superiores Económicos y Sociales - Universidad Veracruzana and Universidad Veracruzana
Downloads 267
69.

A Proof Without Words and a Maximum Without Calculus

CEIS Working Paper No. 316
Number of pages: 22 Posted: 25 May 2014 Last Revised: 05 Aug 2014
Working Paper Series
University of Rome Tor Vergata - Dept. of Economics and Finance and University of Rome Tor Vergata
Downloads 266
70.

Credit Risk in a Network Economy

FAME Working Paper No. 106
Number of pages: 37 Posted: 28 Jun 2004
Working Paper Series
affiliation not provided to SSRN and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 263
71.

A General Approach to Compute Standard Risk Measures

International Conference of the French Finance Association (AFFI), May 2011
Number of pages: 20 Posted: 07 May 2011 Last Revised: 15 Nov 2012
Accepted Paper Series
CEFRA, EMLYON Business School and EMLYON Business School
Downloads 261
72.

Decomposing the Co-Movement of the Business Cycle: A Time-Frequency Analysis of Growth Cycles in the Euro Area

Bank of Finland Research Discussion Paper No. 12/2005
Number of pages: 72 Posted: 29 Dec 2005
Working Paper Series
Texas A&M University - Corpus Christi and Texas A&M University - Department of Finance, Economics, & Decision Sciences
Downloads 261
73.

CCP Anti-Procyclicality Tools - A Closer Assessment

Number of pages: 23 Posted: 03 Jan 2019
Working Paper Series
ICE Clear Europe and EACH Risk Committee
Downloads 257
74.

Approaches and Techniques to Validate Internal Model Results

Number of pages: 19 Posted: 10 Jun 2017
Working Paper Series
DEAR-Consulting
Downloads 256
75.

Fast Locations and Slowing Labor Mobility

Andrew Young School of Policy Studies Research Paper Series No. 18-05
Number of pages: 57 Posted: 09 May 2018
Working Paper Series
Federal Reserve Bank of PhiladelphiaGeorgia State University - Department of Economics and National Council on Compensation Insurance

Multiple version iconThere are 2 versions of this paper

Downloads 256
76.

Setting Scenarios and Assessing Scenario Probabilities under IFRS 9 Accounting

Number of pages: 11 Posted: 24 Aug 2017
Working Paper Series
University of UmeaSwedbank
Downloads 251
77.

Estimation and Calibration of a Dynamic Variance Gamma Model Using Vix Data

Number of pages: 16 Posted: 22 Oct 2010
Working Paper Series
University of Milan
Downloads 247
78.

Credit Risk Modeling with Misreporting and Incomplete Information

International Journal of Theoretical and Applied Finance, Vol. 12, 2009
Number of pages: 29 Posted: 19 Dec 2008 Last Revised: 08 Feb 2009
Accepted Paper Series
Columbia University and California Institute of Technology - Division of the Humanities and Social Sciences

Multiple version iconThere are 2 versions of this paper

Downloads 238
79.

The Impact of Initial Margin on Derivatives Pricing with an Application of Machine Learning

Number of pages: 22 Posted: 30 Jul 2019
Working Paper Series
PricewaterhouseCoopers
Downloads 234
80.

An Exact Formula for Default Swaptions' Pricing in the SSRJD Stochastic Intensity Model

ICMA Centre Discussion Papers in Finance No. 2007-14
Number of pages: 18 Posted: 14 Nov 2007
Working Paper Series
Imperial College London - Department of Mathematics and University of Reading - ICMA Centre
Downloads 231
81.

The Hallmarks of Crisis: A New Center-Periphery Perspective on Long Cycles

Number of pages: 132 Posted: 16 Jul 2013
Working Paper Series
Budapest University of Economic Sciences and Public AdministrationUniversity of Innsbruck - Department of Political Science
Downloads 228
82.

American Parisian Options

Finance and Stochastics, Forthcoming
Number of pages: 19 Posted: 25 Jul 2006
Accepted Paper Series
University of Zurich - Department of Banking and Finance and University of Paris 8 Vincennes-Saint Denis
Downloads 224
83.

A Case Study of Misconceptions Students in the Learning of Mathematics; The Concept Limit Function in High School

Jurnal Riset Pendidikan Matematika, Volume 4, Nomor 1, 2017
Number of pages: 8 Posted: 05 Jun 2017 Last Revised: 19 Jul 2017
Accepted Paper Series
IAIN Syekh Nurjati Cirebon and IAIN Syekh Nurjati Cirebon
Downloads 223
84.

PAMS.py: A GAMS-Like Modeling System Based on Python and SAGE

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 23/WP/2016
Number of pages: 14 Posted: 05 Oct 2016
Accepted Paper Series
Ca Foscari University of Venice - Dipartimento di Economia
Downloads 223
85.

Counterparty Credit Risk in a Multivariate Structural Model with Jumps

Number of pages: 39 Posted: 09 Feb 2013 Last Revised: 11 Oct 2014
Working Paper Series
Bayes Business School (formerly Cass) - City, University of London and Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa
Downloads 222
86.

The Inequality Multiplier

Columbia Business School Research Paper No. 16-29
Number of pages: 28 Posted: 19 Apr 2016
Working Paper Series
Polytechnic University of Marche - Faculty of Economics, IRES Piemonte, Socio-Economic Research Institute of Piedmont and Columbia Business School - Finance and Economics
Downloads 222
87.

Standardization of Credit Default Swaps Market

Number of pages: 48 Posted: 13 Dec 2013
Working Paper Series
Polytechnic University of Milan - Department of Mathematics
Downloads 217
88.

The PTG Pacing Model

Number of pages: 13 Posted: 14 Aug 2018
Working Paper Series
London Business School
Downloads 213
89.

Mapping Firms' Locations in Technological Space: A Topological Analysis of Patent Statistics

Number of pages: 46 Posted: 06 Nov 2020 Last Revised: 14 Oct 2021
Working Paper Series
affiliation not provided to SSRN, Kyoto University, Yale University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 208
90.

Searching for Information

Journal of Economic Theory, Vol. 175, pp. 342-373, 2018
Number of pages: 38 Posted: 02 Feb 2015 Last Revised: 09 Feb 2018
Accepted Paper Series
Swedish House of Finance and Frankfurt School of Finance & Management
Downloads 207
91.

Competitive Equilibria: Convergence, Cycles or Chaos

Number of pages: 309 Posted: 04 Sep 2003
Working Paper Series
Jawaharlal Nehru University
Downloads 205
92.

Methodological Features of Risk Management in Internal Control Systems

Economics 21 Interuniversity Journal, Year VI, Book 1, 2016
Number of pages: 15 Posted: 12 Apr 2017
Accepted Paper Series
University of National and World Economy, Department of Management
Downloads 201
93.

The Effect of Policyholders’ Rationality on Unit-Linked Life Insurance Contracts with Surrender Guarantees

Number of pages: 22 Posted: 17 Dec 2010
Working Paper Series
Institute for Finanancial Economics and Statistics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 200
94.

Competition in a Spatial Retail Petroleum Market

Number of pages: 200 Posted: 27 Feb 2010
Working Paper Series
DBP
Downloads 198
95.

Entry and Exit Decision Problem with Implementation Delay

Journal of Applied Probability, Vol. 45, No. 4, 2008
Number of pages: 26 Posted: 30 Jun 2008 Last Revised: 18 May 2009
Working Paper Series
Swiss Re, affiliation not provided to SSRN and London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment
Downloads 198
96.

Pricing Credit Risk in Buyer-Supplier Networks

Number of pages: 50 Posted: 25 Mar 2008 Last Revised: 15 May 2008
Working Paper Series
University of Zurich - Swiss Banking Institute (ISB) and University of Basel
Downloads 197
97.

Correlation Breakdowns, Spread Positions, and CCP Margin Models

Number of pages: 26 Posted: 02 Feb 2021
Working Paper Series
Securities and Exchange Commission (SEC), EACH Risk Committee and Securities and Exchange Commission (SEC)
Downloads 190
98.

Smart Monte Carlo, Path Integrals, and American Options

Number of pages: 19 Posted: 13 Jul 2016 Last Revised: 17 Sep 2016
Working Paper Series
Fordham UniversityBloomberg LP and Bloomberg L.P.
Downloads 182
100.

Long Swings and Chaos in the Exchange Rate in a DSGE Model with a Taylor Rule

Number of pages: 31 Posted: 14 Nov 2007
Working Paper Series
Bank of Finland - Research
Downloads 173