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17-04-2021
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Working Papers:

  1. Computationally Efficient Feature Significance and Importance for Machine Learning Models (with E. Horel)
  2. Optimal Importance Sampling of Default Losses (with A. Shkolnik)
  3. Securitization and the Growth of Subprime Mortgage Lending (with M. Ohlrogge)

Research Articles:

  • The development of Giesecke & Devrient products and services is continuous and published information may not be up to date. It is important to check the current. An IP bearer increases the data download. The UICC card is not just about identity and network access, though. It is used for a multitude of other uses including a.
  • Giesecke & Peter B. Dixon & Maureen T. 'The Economy-wide Impact of a Rise in Commercial Bank Capital Adequacy Ratios,' Centre of Policy Studies/IMPACT Centre Working Papers g-261, Victoria University, Centre of Policy Studies/IMPACT Centre. Nassios & James A. Giesecke & Maureen T. Rimmer & Peter B.
  1. Towards Explainable AI: Significance Tests for Neural Networks (with E. Horel)
    Journal of Machine Learning Research, forthcoming
  2. Deep Learning for Mortgage Risk (with J. Sirignano and A. Sadhwani)
    Journal of Financial Econometrics, forthcoming
  3. Numerical Solution of Jump-Diffusion SDEs (with A. Shkolnik, G. Teng, Y. Wei)
    Operations Research, forthcoming
  4. Inference for Large Financial Systems (with J. Sirignano and G. Schwenkler)
    Mathematical Finance,30(1), 3-46, 2020
  5. Simulated Likelihood Estimators for Discretely-Observed Jump-Diffusions (with G. Schwenkler) R code
    Journal of Econometrics,213(2), 297-320, 2019
  6. Exploring the Sources of Default Clustering (with S. Azizpour and G. Schwenkler)
    Journal of Financial Economics, 129(1), 154-183, 2018
  7. Filtered Likelihood for Point Processes (with G. Schwenkler)
    Journal of Econometrics, 204 (1), 33-53, 2018
  8. Risk Analysis for Large Pools of Loans (with J. Sirignano) Winner of the inaugural SIAM FME Conference Paper Prize
    Management Science, 65(1), 107-121, 2019
  9. Reducing Bias in Event Time Simulations via Measure Changes (with A. Shkolnik)
    Mathematics of Operations Research, forthcoming
  10. Dynamic Portfolio Execution (with G. Tsoukalas and J. Wang)
    Management Science, 65(5), 1949-2443, 2019
  11. Large-Scale Loan Portfolio Selection (with J. Sirignano and G. Tsoukalas)
    Operations Research, 64, 1239-1255, 2016
  12. Variation-Based Tests for Volatility Misspecification (with A. Papanicolaou)
    Journal of Econometrics,191(1), 217-2310, 2016
  13. Affine Point Processes: Approximation and Efficient Simulation (with X. Zhang, J. Blanchet, P. Glynn)
    Mathematics of Operations Research,40(4), 797-819, 2015
  14. Large Portfolio Asymptotics for Loss From Default (with K. Spiliopoulos, R. Sowers, and J. Sirignano)
    Mathematical Finance,25(1), 77-114, 2015
  15. Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective (with F. Longstaff, S. Schaefer, I. Strebulaev)
    Journal of Financial Economics,111(2), 297-310, 2014
  16. Fluctuation Analysis for the Loss From Default (with K. Spiliopoulos and J. Sirignano)
    Stochastic Processes and Their Applications,124(7), 2322-2362, 2014
  17. Optimal Credit Swap Portfolios (with B. Kim, J. Kim, and G. Tsoukalas)
    Management Science,60(9), 2291-2307, 2014
  18. Exact Sampling of Jump-Diffusions (with D. Smelov), e-companion
    Operations Research,61(4), 894-907, 2013
  19. Default Clustering in Large Portfolios: Typical Events (with K. Spiliopoulos and R. Sowers)
    The Annals of Applied Probability,23(1), 348-385, 2013
  20. Transform Analysis for Point Processes and Applications in Credit Risk (with S. Zhu)
    Mathematical Finance,23(4), 742-762, 2013
  21. Sequential Importance Sampling And Resampling For Dynamic Portfolio Credit Risk (with S. Deng and T. L. Lai)
    Operations Research,60(1), 78-91, 2012
  22. Monte Carlo Algorithms For Default Timing Problems (with B. Kim and S. Zhu)
    Management Science,57(12), 2115-2129, 2011
  23. Exact Simulation of Point Processes With Stochastic Intensities (with H. Kakavand, M. Mousavi), e-companion
    Operations Research,59(5), 1233-1245, 2011
  24. Corporate Bond Default Risk: A 150-Year Perspective (with F. Longstaff, S. Schaefer, I. Strebulaev) Winner of the 2011 Fama/DFA Prize
    Journal of Financial Economics,102(2), 233-250, 2011.
  25. Systemic Risk: What Defaults Are Telling Us (with B. Kim)
    Management Science,57(8), 1387-1405, 2011
  26. A Top-Down Approach to Multi-Name Credit (with L. Goldberg and X. Ding)
    Operations Research,59(2), 283-300, 2011
  27. Premia for Correlated Default Risk (with S. Azizpour and B. Kim)
    Journal of Economic Dynamics and Control,35(8), 1340-1357, 2011
  28. Risk Analysis of Collateralized Debt Obligations (with B. Kim), e-companion
    Operations Research,59(1), 32-49, 2011
  29. Exact and Efficient Simulation of Correlated Defaults (with H. Kakavand, M. Mousavi, H. Takada)
    SIAM Journal on Financial Mathematics,1, 868-896, 2010
  30. Affine Point Processes and Portfolio Credit Risk (with E. Errais and L. Goldberg)
    SIAM Journal on Financial Mathematics,1, 642-665, 2010
  31. Time-Changed Birth Processes and Multi-Name Credit Derivatives (with X. Ding and P. Tomecek)
    Operations Research,57(4), 990-1005, 2009
  32. Default and Information
    Journal of Economic Dynamics and Control,30(11), 2281-2303, 2006
  33. Credit Contagion and Aggregate Losses (with S. Weber) Winner of the 2003 Gauss Prize
    Journal of Economic Dynamics and Control,30(5), 741-767, 2006
  34. Cyclical Correlations, Credit Contagion, and Portfolio Losses (with S. Weber)
    Journal of Banking and Finance,28(12), 3009-3036, 2004
  35. Sequential Defaults and Incomplete Information (with L. Goldberg)
    Journal of Risk,7(1), 1-26, 2004
  36. Correlated Default with Incomplete Information
    Journal of Banking and Finance,28(7), 1521-1545, 2004
  37. Forecasting Default in the Face of Uncertainty (with L. Goldberg)
    Journal of Derivatives,12(1), 14-25, 2004

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Conferences:

  1. Unbiased Simulation Estimators for Jump-Diffusions (with G. Chen, A. Shkolnik)
    Proceedings of the 2019 Winter Simulation Conference, IEEE Press, 2019
  2. Sensitivity Based Neural Networks Explanations (with E. Horel, V. Mison, L. Mangu, T. Xiong)
    32nd Conference on Neural Information Processing Systems (NIPS 2018)
  3. Importance Sampling For Indicator Markov Chains (with A. Shkolnik)
    Proceedings of the 2010 Winter Simulation Conference,IEEE Press, 2742-2750, 2010
  4. Rare-Event Simulation For a Generalized Hawkes Process (with J. Blanchet, P. Glynn, X. Zhang)
    Proceedings of the 2009 Winter Simulation Conference,IEEE Press, 1291-1298, 2009
  5. Simulating Point Processes by Intensity Projection (with H. Kakavand and M. Mousavi)
    Proceedings of the 2008 Winter Simulation Conference,IEEE Press, 560-568, 2008
  6. Estimating Tranche Spreads by Loss Process Simulation (with B. Kim)
    Proceedings of the 2007 Winter Simulation Conference,IEEE Press, 967-975, 2007

Survey, Introductory, and Practitioner Papers:

  1. Assessing the Systemic Implications of Financial Linkages (with J. Chan-Lau, M. Espinosa-Vega, J. Sole)
    Global Financial Stability Report, International Monetary Fund, 2009
  2. An Overview of Credit Derivatives, Presentation Slides
    Jahresbericht der Deutschen Mathematiker-Vereinigung,111, 2009
  3. Measuring the Risk of Large Losses (with T. Schmidt and S. Weber)
    Journal of Investment Management,6(4), 1-15, 2008
  4. Portfolio Credit Risk: Top-Down vs. Bottom-Up Approaches
    Frontiers in Quantitative Finance: Credit Risk and Volatility Modeling, R. Cont (Ed.), Wiley, 2008
  5. Credit Risk Modeling and Valuation: An Introduction
    Credit Risk: Models and Management,Vol. 2, D. Shimko (Ed.), Risk Books, 2004
  6. Forecasting Extreme Financial Risk (with L. Goldberg)
    Risk Management: A Modern Perspective, M. Ong (Ed.), Wiley, 2004
  7. Credit Risk Modeling (with L. Goldberg and T. Backshall)
    Handbook of Fixed Income Securities, F. Fabozzi (Ed.), Wiley, 2004
  8. In Search of a Modigliani-Miller Economy (with L. Goldberg)
    Journal of Investment Management,2(3), 1-6, 2004
  9. A Simple Exponential Model for Dependent Defaults
    Journal of Fixed Income,13(3), 74-83, 2003

Permanent Working Papers:

  1. Analytical Approximations For Loan and Credit Derivatives Portfolios (with J. Kim and H. Takada)
  2. The Market Price of Credit Risk: The Impact of Asymmetric Information (with L. Goldberg)
  3. Dependent Events and Changes of Time (with P. Tomecek)

At Texas A&M University’s spring 2006 commencement ceremonies, the Association of Former Students presented a posthumous Distinguished Alumni Award to Frederick E. Giesecke, who founded Texas’s first formal architectural education program 100 years ago at what is today Texas A&M University.

The program began with the introduction of a brand new curriculum in architectural engineering, which was developed and taught by Giesecke.

A wunderkind of the first magnitude, Giesecke, was a product of the A&M Corps of Cadets. An excellent student and former captain in the Corps, he joined the A&M faculty after graduating in 1886 with a B.S. in Mechanical Engineering.

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He was only 17 years old!

Giesecke & Devrient Network & Wireless Cards Driver Download

Within two years, at age 19, he was appointed head of A&M’s Department of Mechanical Drawing. He completed a Mechanical Engineering degree at A&M in 1890, and in the ensuing years, while still on the A&M faculty, he studied architectural drawing at Cornell University and architectural design at Massachusetts Institute of Technology — where he earned a degree in architecture in 1904.

It was upon returning to College Station that Giesecke developed a curriculum in architectural engineering. He served as head of the A&M architecture program until 1912 when he took a job as professor of architecture at the University of Texas. There, until 1920 he engaged primarily in research as head of the Division of Engineering’s Bureau of Economic Geology and Technology.

In 1924, Giesecke earned his fourth degree, a Ph.D. from the University of Illinois. Then, in 1927, he returned to Texas A&M as head of the Department of Architecture and the official college architect. Within a year, he was named head of the Texas Engineering Experiment Station.

He was, without question, the first Aggie architect.

Through 1939, Giesecke designed and supervised the construction of many campus buildings that are still standing today, including the Academic Building, the Chemistry Building, the Williams Building, Cushing Library and Hart and Walton halls.

He was the first head of the Texas Engineering Experiment Station and he led the formation and drafted the constitution of the first Alumni Association, the forerunner of The Association of Former Students.

Giesecke’s life was characterized by his desire to learn by study, experimentation and observation. His daily notebook contained an entry from an experiment he was conducting just two hours before he died of a heart attack on June 27, 1953.

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In 2004, Giesecke was posthumously honored as an Outstanding Alumnus of the College of Architecture. Following in Frederick Giesecke’s footsteps, as Aggies and designers who contributed significantly to Texas architecture, were his son-in-law, Preston Geren, Sr., Class of 1912, and his grandson, Preston Geren, Jr., Class of 1945. This year, Preston M. Geren, Jr. established a lecture series at the college in Giesecke's name.

More information about the gift that Preston M. Geren, Giesecke's grandson, gave to the college this year:
Auditorium name honors 'first family' of Texas architecture

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