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David Shimko
David Shimko
Full Professor of Financial Engineering, NYU Tandon
Verified email at nyu.edu - Homepage
Title
Cited by
Cited by
Year
Bounds of probability
D Shimko
Risk 6 (4), 33-37, 1993
7751993
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
3632019
Finance in continuous time: a primer
DC Shimko
(No Title), 1992
1531992
Options on futures spreads: Hedging, speculation, and valuation
DC Shimko
The Journal of Futures Markets (1986-1998) 14 (2), 183, 1994
1311994
Credit Risk: Models and Management
DC Shimko
(No Title), 1999
891999
Systems And Methods Of An Online Secured Loan Manager
D Shimko
US Patent App. 13/717,183, 2014
822014
The valuation of multiple claim insurance contracts
DC Shimko
Journal of Financial and Quantitative Analysis 27 (2), 229-246, 1992
551992
The equilibrium valuation of risky discrete cash flows in continuous time
DC Shimko
The Journal of Finance 44 (5), 1373-1383, 1989
331989
VAR for Corporates: How to build risk sensitivities into a corporate income statement
D Shimko
RISK-LONDON-RISK MAGAZINE LIMITED- 9, 28-30, 1996
261996
System, method, and computer program product for collateral management operations
D Shimko, R Apostolik, HB Humphreys
US Patent 7,139,730, 2006
242006
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
172001
A tail of two distributions
D Shimko
Risk 7 (9), 14-21, 1994
161994
Method and apparatus for increasing investment return and asset liquidity
HB Humphreys, D Shimko
US Patent 7,860,775, 2010
112010
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
111997
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
91997
End-user's Guide Hysterical Simulation
D Shimko, B Humphreys, V Pant
RISK-LONDON-RISK MAGAZINE LIMITED- 11, 47-50, 1998
81998
The convenience yield of gold
R McDonald, D Shimko
Unpublished working paper, Northwestern University, 1998
71998
Commodity risk management and the corporate treasury
B Humphreys, D Shimko
Financial Risk and the Corporate Treasury, 115, 1997
61997
What is VAR?
D Shimko
Risk 8, 12-27, 1995
61995
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