Bounds of probability D Shimko Risk 6 (4), 33-37, 1993 | 775 | 1993 |
The pricing of risky debt when interest rates are stochastic DC Shimko, N Tejima, DR Van Deventer World Scientific Reference on Contingent Claims Analysis in Corporate …, 2019 | 363 | 2019 |
Finance in continuous time: a primer DC Shimko (No Title), 1992 | 153 | 1992 |
Options on futures spreads: Hedging, speculation, and valuation DC Shimko The Journal of Futures Markets (1986-1998) 14 (2), 183, 1994 | 131 | 1994 |
Credit Risk: Models and Management DC Shimko (No Title), 1999 | 89 | 1999 |
Systems And Methods Of An Online Secured Loan Manager D Shimko US Patent App. 13/717,183, 2014 | 82 | 2014 |
The valuation of multiple claim insurance contracts DC Shimko Journal of Financial and Quantitative Analysis 27 (2), 229-246, 1992 | 55 | 1992 |
The equilibrium valuation of risky discrete cash flows in continuous time DC Shimko The Journal of Finance 44 (5), 1373-1383, 1989 | 33 | 1989 |
VAR for Corporates: How to build risk sensitivities into a corporate income statement D Shimko RISK-LONDON-RISK MAGAZINE LIMITED- 9, 28-30, 1996 | 26 | 1996 |
System, method, and computer program product for collateral management operations D Shimko, R Apostolik, HB Humphreys US Patent 7,139,730, 2006 | 24 | 2006 |
Substandard Deviations: Everything you wanted to know about volatility calculation, but were afraid to ask D Shimko, JP St Germain RISK-LONDON-RISK MAGAZINE LIMITED- 11, 45-46, 1998 | 24* | 1998 |
Npv no more: Rpv for risk-based valuation D Shimko RCM, Risk Capital Management Partners, 2001 | 17 | 2001 |
A tail of two distributions D Shimko Risk 7 (9), 14-21, 1994 | 16 | 1994 |
Method and apparatus for increasing investment return and asset liquidity HB Humphreys, D Shimko US Patent 7,860,775, 2010 | 11 | 2010 |
See Sharpe Or Be Flat: Is the Sharpe ratio the best indicator for investment selection? D Shimko RISK-LONDON-RISK MAGAZINE LIMITED- 10, 33-33, 1997 | 11 | 1997 |
Speed for brains: Many clients now value computational speed more highly than raw intellect D Shimko RISK-LONDON-RISK MAGAZINE LIMITED- 10, 37-37, 1997 | 9 | 1997 |
End-user's Guide Hysterical Simulation D Shimko, B Humphreys, V Pant RISK-LONDON-RISK MAGAZINE LIMITED- 11, 47-50, 1998 | 8 | 1998 |
The convenience yield of gold R McDonald, D Shimko Unpublished working paper, Northwestern University, 1998 | 7 | 1998 |
Commodity risk management and the corporate treasury B Humphreys, D Shimko Financial Risk and the Corporate Treasury, 115, 1997 | 6 | 1997 |
What is VAR? D Shimko Risk 8, 12-27, 1995 | 6 | 1995 |