J. M. Pimbley, "Mathematical Finance, Models, Simulation and Today's Pressing Problem", chapter in TutORials in Operations Research, ISBN 978-0-9843378-9-7, 2016.

J. M. Pimbley, "Better Measurements for CLO Equity Performance", J. Structured Finance 22(2), 24-30, Summer 2016.

J. M. Pimbley, "Mutuals should not over-promise on loan liquidity", Creditflux, January 2016.
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J. M. Pimbley, "Benford's Law and the Risk of Financial Fraud", Risk Professional, 1-7, May 2014.

D. A. McDevitt-Pimbley and J. M. Pimbley, "Simplifying Expression for the Classical Bond Price-Yield Relationship", Risk Professional, 1-2, September 2013.

J. M. Pimbley, "Why Friedman would back CLOs, not banks", Creditflux, March 2013.

J. M. Pimbley, "The Hazard Rate Matrix Approach to Credit Rating Transitions", Risk Professional, 1-9, August 2012.

J. M. Pimbley, "Bond Insurers", Journal of Applied Finance22(1), 36-43, April 2012. (SSRN Abstract)

J. M. Pimbley, "The ECB should not take counterfeit collateral", Creditflux, February 2012.  (PDF version available here.)

J. M. Pimbley, "Modelling Default Distributions", Creditflux, December 2011.  (PDF version available here.)

J. M. Pimbley, "Portfolio Loss Analysis: Extending the Large Pool Approximation", Risk Professional, August 2011.

J. M. Pimbley, "A better way to fund banks", Creditflux, February 2011. (PDF version available here.)

J. M. Pimbley, "Banks are the problem: CLOs could be the solution"Creditflux, August 2010. (Longer, unpublished version available here.)

J. M. Pimbley, "Collateral damage", Credit, November 2008.

J. M. Pimbley, "My Perspective on Bank Regulation"Financial Engineering News, January-February 2007.

J. M. Pimbley, "Financial Risk:  Exploring Gauss-Hermite Quadrature"GARP Risk Review, November-December 2006.  Also, "Hermite Polynomials and Gauss Quadrature," Maxwell Consulting Archives, 2017.

J. M. Pimbley, "From Enterprise Risk Management to Quantitative Enterprise Management", Financial Engineering News, November-December 2006.

J. M. Pimbley, "Review of Credit Derivative Models", GARP Risk Review, May-June 2006.

J. M. Pimbley, "Review of Conspiracy of Fools", GARP Risk Review, December 2005.

J. M. Pimbley, "Economic Capital Debate", GARP Risk Review, March 2005.

J. M. Pimbley, "Yield Curve Calculations", Unpublished, 2005.

J. M. Pimbley, "Review of Modern Risk Management", GARP Risk Review, 2004.

J. M. Pimbley, "The Lesser Meaning of Risk Neutrality", GARP Risk Review, 2002.

J. M. Pimbley, "Measurement, Management, and Myths in Credit Portfolios", Credit, December 2001.

J. M. Pimbley, "Efficacy of balance-sheet CLOs"International Securitisation Report44, 50-51, February 2000.

J. M. Pimbley, "Collateralised Debt Obligations and Bank Capital"International Securitisation Report43, 48-50, December 1999/January 2000.

J. M. Pimbley, "Correlation in Emerging Market CDOs", International Securitisation Report, April 1999.

J. M. Pimbley, "Are the Monoline Insurers Really Triple-A?"International Securitisation Report34, 24-27, February 1999.

J. M. Pimbley, "Securitization Boom Following EMU ?", International Securitisation Report30, 40-42, July 1998.

J. M. Pimbley, "Birds of a feather - coming together", International Securitisation Report29, 24-29, 9 May 1998.  (This article discusses the role that securitization plays in helping prospective member countries meet the debt and deficit criteria for European Economic and Monetary Union.)

J. M. Pimbley, "Calculated Gambling"New Scientist, 155(2094), 36-40, 9 August 1997.

J. M. Pimbley, "Physicists in Finance"Physics Today, January 1997.  (AIP link to Absract)

J. M. Pimbley, "Credit Derivatives and Credit Ratings"Financial Derivatives and Risk Management, April 1996.

J. M. Pimbley, "Russian Roulette Credit Derivatives and Collateralised Bond Obligations", article in Derivatives Week IV, 17 July 1995.

J. M. Pimbley and D. A. Curry, "The Credit Risk of a Foreign Exchange Forward Transaction", Moody's Investors Service Special Comment, July 1995.

J. M. Pimbley and D. A. Curry, "Market Risk of the Step-Up Callable Structured Note", Moody's Investors Service Special Comment, July 1995.

J. M. Pimbley and D. A. Curry, "Are Pension Plans Ready for Structured GICs ?", Moody's Investors Service Special Comment, March 1995.

J. M. Pimbley and D. A. Curry, "Structured Notes and the Investor's Risk", Moody's Investors Service Special Comment, February 1995.

J. M. Pimbley, "Market Risk of the Range Note", article in Derivatives Week III(40), 10 October 1994.

J. M. Pimbley and D. A. Curry, "Credit and Market Risks of Corridor Notes/Swaps", Moody's Investors Service Special Comment, September 1994.

J. M. Pimbley, "Probability Density Functions:  Why Log-Normal?", article in Derivatives Week III(33), 22 August 1994.

Carl Friedrich Gauss - Outstanding  Mathematician and Physics contributor

See this Gauss biography