Search Results
JEL Code: C02

299,561 Total downloads

Viewing: 101 - 150 of 1,434 papers

101.

Education and Unemployment in Rural and Urban Kerala

Number of pages: 17 Posted: 20 Nov 2019 Last Revised: 28 Dec 2020
Working Paper Series
University of Delhi, College of Vocational Studies, University of Delhi, College of Vocational Studies, Students and University of Delhi, College of Vocational Studies, Students
Downloads 462
102.

Malliavin Differentiability of the Heston Volatility and Applications to Option Pricing

Number of pages: 27 Posted: 16 May 2007
Working Paper Series
University of Pompeu Fabra - Department of Economics and University of Glasgow
Downloads 458
103.

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 454
104.

Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: a Roll-Over Risk Approach

Number of pages: 40 Posted: 27 Jun 2019 Last Revised: 08 Mar 2021
Working Paper Series
University of Cape Town, University College London, University of Technology Sydney (UTS), Quantitative Finance Research Centre and University of Copenhagen
Downloads 442
106.

Topological Data Analysis of Financial Time Series: Landscapes of Crashes

Number of pages: 28 Posted: 13 Mar 2017 Last Revised: 29 May 2018
Working Paper Series
Yeshiva University and S&P Global
Downloads 433
107.

Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry

Number of pages: 45 Posted: 14 Jan 2021
Working Paper Series
Fidelity Investments, Inc.
Downloads 430
108.

Efficient Markets Hypothesis: A False Prophecy. Black-Scholes-Merton Formula: A Parlor Trick. Risk-Neutral Pricing Models: Severe Malpractices.

Number of pages: 6 Posted: 14 Feb 2015 Last Revised: 12 Jun 2018
Working Paper Series
Independent
Downloads 428
109.

Keynes’ Lower-Upper Bound Interval Approach to Probability

Posted: 03 Feb 2010 Last Revised: 26 Apr 2010
Working Paper Series
Universidade Federal do Espirito Santo and California State University, Dominguez Hills
Downloads 423
110.

Regime-Based Tactical Allocation for Equity Factors and Balanced Portfolios

Number of pages: 24 Posted: 06 Jul 2017
Working Paper Series
Peresec, Peregrine Securities and University of Cape Town (UCT)
Downloads 417
111.

Models of Financial Stability and Their Application in Stress Tests

Forthcoming, Handbook of Computational Economics (Blake LeBaron and Cars Hommes) , University of St.Gallen, School of Finance Research Paper No. 2018/5
Number of pages: 66 Posted: 22 Aug 2017 Last Revised: 29 Apr 2018
Accepted Paper Series
London School of Economics & Political Science (LSE) - London School of Economics, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Stanford Institute for Economic Policy Research, Stanford University and University of OxfordUniversity of Oxford, Faculty of Law
Downloads 416
112.

A CDO Option Market Model for Standardized CDS Index Tranches

Number of pages: 31 Posted: 29 May 2008 Last Revised: 03 May 2010
Working Paper Series
ASB, Aarhus University
Downloads 398
113.

Generalized Risk Premia

Journal of Financial Economics (JFE), Forthcoming, Swiss Finance Institute Research Paper No. 14-29
Number of pages: 21 Posted: 27 Apr 2014 Last Revised: 08 Jan 2015
Accepted Paper Series
University of Lugano - Institute of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 398
114.

A Systems Theoretical Formal Logic for Category Theory

Number of pages: 31 Posted: 30 Apr 2009
Working Paper Series
Lusophone University of Humanities and Technologies and Massacritica, Lda.
Downloads 396
115.

Simulation in the Real World

Number of pages: 17 Posted: 31 Aug 2016
Working Paper Series
Independent, Bank of America and Hebrew University of Jerusalem
Downloads 396
116.

Finance And Mathematics: Merger Or Acquisitions?

Number of pages: 38 Posted: 01 Oct 2014 Last Revised: 21 Sep 2015
Working Paper Series
NEOMA Business School and Neoma Business School
Downloads 395
117.

ESG Investmenting: A Chance to Reduce Systemic Risk

CEIS Working Paper No. 498
Number of pages: 25 Posted: 25 Jun 2020 Last Revised: 05 Aug 2020
Working Paper Series
University Sapienza Rome, Tor Vergata University of Rome - Department of Economics and Finance, University of Gronigen - Faculty of Economics and Business and University of Perugia - Department of Economics
Downloads 392
118.

A Stylized Model of the Oil Squeeze

Number of pages: 21 Posted: 18 Feb 2021
Working Paper Series
New York University, Courant Institute of Mathematical Sciences
Downloads 391
119.

Banking Stability Determinants in Africa

International Journal of Managerial Finance, Vol. 14, 2018
Number of pages: 27 Posted: 26 Feb 2018
Accepted Paper Series
Independent
Downloads 391
120.

Explicit Constructions of Martingales Calibrated to Given Implied Volatility Smiles

Number of pages: 35 Posted: 28 Oct 2010 Last Revised: 05 Jul 2011
Working Paper Series
New York University Finance and Risk Engineering and BNP Paribas
Downloads 389
121.

On Calibration and Simulation of Local Volatility Model with Stochastic Interest Rate

Number of pages: 31 Posted: 24 Jun 2019
Working Paper Series
American International Group, Inc. and affiliation not provided to SSRN
Downloads 383
122.

Cross Currency Swap Trading & Pricing Formulae - A PowerPoint Overview with Excel Pricing Examples

Number of pages: 30 Posted: 06 May 2019
Working Paper Series
University of Oxford, Said Business School
Downloads 381
123.

Predicting Financial Market Crashes Using Ghost Singularities

Swiss Finance Institute Research Paper No. 17-23
Number of pages: 21 Posted: 23 Jun 2017
Working Paper Series
University of Exeter, University of Exeter and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 377
124.

Assessing Portfolio Credit Risk Changes in a Sample of EU Large and Complex Banking Groups in Reaction to Macroeconomic Shocks

ECB Working Paper No. 1002
Number of pages: 38 Posted: 08 Mar 2008
Working Paper Series
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 370
125.

Testing VPIN on Big Data – Response to 'Reflecting on the VPIN Dispute'

Number of pages: 3 Posted: 31 Aug 2013
Working Paper Series
University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab), University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab) and University of California, Berkeley - Lawrence Berkeley National Laboratory (Berkeley Lab)
Downloads 370
126.

Efficient and Feasible Inference for the Components of Financial Variation Using Blocked Multipower Variation

Number of pages: 44 Posted: 21 Feb 2012
Working Paper Series
University of Chicago - Department of Statistics, Harvard University and University of Oxford - Department of Economics
Downloads 368
127.

Generalized Compounding and Growth Optimal Portfolios: Reconciling Kelly and Samuelson

Number of pages: 37 Posted: 09 Mar 2020 Last Revised: 06 Apr 2020
Working Paper Series
New York University (NYU) - Finance and Risk Engineering Department and University of Bologna - Department of Economics
Downloads 368
128.

CAPM & Co. Revisited - Modeling Risk and Return of Private Equity Funds

Number of pages: 27 Posted: 25 Aug 2009
Working Paper Series
affiliation not provided to SSRN and Goethe University Frankfurt
Downloads 367
129.

Transition Probability Matrix Methodology for Incremental Risk Charge

Number of pages: 44 Posted: 12 Feb 2011
Working Paper Series
RBC Financial Group, IndependentBank of America - Bank of America Merrill Lynch, RBC Financial Group and RBC Financial Group
Downloads 366
130.

One-Factor Copula-Based Model for Credit Portfolio

Number of pages: 40 Posted: 03 Sep 2012 Last Revised: 07 Oct 2014
Working Paper Series
University of Economics
Downloads 363
131.

Response to Paul a Samuelson Letters and Papers on the Kelly Capital Growth Investment Strategy

Number of pages: 27 Posted: 13 Oct 2012
Working Paper Series
University of British Columbia (UBC) - Sauder School of Business
Downloads 357
132.

The Economic Effect of Interlocking Directorates in Italy: New Evidence Using Centrality Measures

Computational & Mathematical Organization Theory, Forthcoming
Number of pages: 35 Posted: 17 Apr 2010 Last Revised: 05 Apr 2013
Accepted Paper Series
Catholic University of the Sacred Heart of Milan and University of Milano - Bicocca - Department of Statistics and Quantitative Methods
Downloads 353
133.

Why Blockchain Technology Is Important for Healthcare Professionals

Number of pages: 4 Posted: 24 Jul 2017
Working Paper Series
Elson S Floyd College of Medicine
Downloads 353
134.

A Matrix Approach to Asset Pricing in Foreign Exchange Market

Number of pages: 21 Posted: 25 Oct 2006
Working Paper Series
School of Management and Economics - Beijing Institute of Technology
Downloads 347
135.

Artificial Intelligence - Chances and Challenges in Quantitative Asset Management

Number of pages: 12 Posted: 12 Feb 2018
Working Paper Series
Aquila Capital Group, AQ Investment AG and UBS AG
Downloads 347
136.

Bitcoin Mining Profitability – The Good, the Bad and the Ugly

Number of pages: 48 Posted: 22 Feb 2018
Working Paper Series
d-fine
Downloads 342
137.

Correlation Breakdown and the Influence of Correlations on VaR

Number of pages: 23 Posted: 17 Apr 2014
Working Paper Series
Credit Suisse AG, Credit Suisse Securities (Europe) Limited and Credit Suisse AG
Downloads 337
138.

Tyler's M-Estimator, Random Matrix Theory, and Generalized Elliptical Distributions with Applications to Finance

Number of pages: 26 Posted: 21 Oct 2008
Working Paper Series
Helmut Schmidt University and University of Applied Sciences Koblenz
Downloads 336
139.

Accounting in the Digital Age: Creating Values with Paperless Decision Support Systems

Babcock University Inaugural Lecture Series
Number of pages: 44 Posted: 13 Sep 2016
Accepted Paper Series
Babcock University - School of Management Sciences
Downloads 335
140.

LocalGLMnet: A Deep Learning Architecture for Actuaries

Number of pages: 35 Posted: 03 Sep 2021
Working Paper Series
Swiss Re and RiskLab, ETH Zurich
Downloads 334
141.

Barrier Options and a Reflection Principle of the Fractional Brownian Motion

Number of pages: 9 Posted: 20 Oct 2008
Working Paper Series
University of Zurich - Department of Banking and Finance
Downloads 333
142.

Commonsense Go

Number of pages: 120 Posted: 04 Aug 2016 Last Revised: 20 Mar 2017
Working Paper Series
Independent
Downloads 330
143.

Realized Volatility When Sampling Times are Possibly Endogenous

Econometric Theory, Forthcoming
Number of pages: 45 Posted: 21 Dec 2009 Last Revised: 27 Apr 2013
Accepted Paper Series
Hong Kong University of Science & Technology (HKUST), Dept of ISOM and Dept of FinanceHong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management, University of Chicago - Department of Statistics, University of North Carolina (UNC) at Chapel Hill - Department of Economics, University of Illinois at Chicago - Department of Finance and Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management
Downloads 327
144.

Math for Law Students

Number of pages: 23 Posted: 20 Oct 2014 Last Revised: 05 Sep 2015
Working Paper Series
Willamette University - College of Law
Downloads 325
145.

Option Pricing under Skewness and Kurtosis Using a Cornish Fisher Expansion

Number of pages: 18 Posted: 07 Nov 2014 Last Revised: 21 Jun 2015
Working Paper Series
Université Paris XIII Nord - Department of Economics and Management and Conservatoire National des Arts et Métiers (CNAM)
Downloads 324
146.

Is Perfect Bayesian Equilibrium a Subset of Nash Equilibrium?

Number of pages: 6 Posted: 15 May 2013
Working Paper Series
University of Nottingham - Malaysia Campus
Downloads 323
147.

Credit Migration Risk and Point in Time Credit Dynamics: A New Perspective for Credit Risk Management

Number of pages: 48 Posted: 08 Dec 2011
Working Paper Series
University College LondonUBS AG
Downloads 322
148.

Optimization of entropy encoding using random variations

Number of pages: 9 Posted: 18 Feb 2021
Working Paper Series
Independent
Downloads 319
149.

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
150.

Reciprocity as a Foundation of Financial Economics

Journal of Business Ethics, Forthcoming
Number of pages: 70 Posted: 02 Oct 2013 Last Revised: 03 Sep 2021
Accepted Paper Series
Heriot-Watt University - Maxwell Institute for Mathematical Sciences
Downloads 316