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WCE
2007
13 years 8 months ago
Comparing Risk Neutral Density Estimation Methods using Simulated Option Data
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
Amine Bouden
ACSAC
2007
IEEE
14 years 1 months ago
Security Usability Principles for Vulnerability Analysis and Risk Assessment
Usability is the weakest link in the security chain of many prominent applications. A set of security usability principles should therefore be considered when designing and engine...
Audun Jøsang, Bander AlFayyadh, Tyrone Gran...
FINANCECOM
2007
Springer
209views Finance» more  FINANCECOM 2007»
14 years 1 months ago
Information Risk in Financial Institutions: Field Study and Research Roadmap
Abstract. Large financial firms with thousands of employees face many challenges ensuring workers have access to the right information, yet controlling access to unneeded data. We ...
Sara Sinclair, Sean W. Smith, Stephanie Trudeau, M...
AUSDM
2007
Springer
100views Data Mining» more  AUSDM 2007»
14 years 1 months ago
Predictive Model of Insolvency Risk for Australian Corporations
This paper describes the development of a predictive model for corporate insolvency risk in Australia. The model building methodology is empirical with out-ofsample future year te...
Rohan A. Baxter, Mark Gawler, Russell Ang
HICSS
2006
IEEE
90views Biometrics» more  HICSS 2006»
14 years 1 months ago
The Role of Perceived Control, Attention-Shaping, and Expertise in IT Project Risk Assessment
This study investigates how individuals assess risks in IT development projects under different conditions. We focus on three conditions: the perceived control over the IT project...
Stephen Du, Mark Keil, Lars Mathiassen, Yide Shen,...