queuing theory, and risk theory. Faculty research interests range from methodology research to quantitative modeling to empirical studies. The MSIS department includes a number of world-renowned ...

and the promotion of greater understanding in the area of credit risk theory and practice. The Journal of Operational Risk combines quantitative and qualitative research papers to provide the industry ...

This course studies the mathematical foundations of interest rate and credit risk theory. The course starts with a development of the multi-dimensional Black & Scholes theory with stochastic market ...

Troutman Pepper Locke advised Risk Theory, LLC, an insurance holding company, in connection with the sale of its casualty-focused wholesale brokerage subsidiary, Risk Transfer Partners (RTP), to ...

Merton, Robert C., and André Perold. "Theory of Risk Capital in Financial Firms." Continental Bank Journal of Applied Corporate Finance 6, no. 3 (fall 1993): 16–32.