Naïve Monte Carlo
Year of publication: |
2012
|
---|---|
Authors: | Kondratyev, Alexei |
Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 21368132. - Vol. 36.2012, p. 117-121
|
Subject: | Bankrisiko | Risikomanagement | Monte-Carlo-Methode |
-
Analyse des risques opérationnels par les réseaux bayésiens
Condamin, Laurent, (2006)
-
Cocozza, Rosa, (2015)
-
Kondratyev, Alexei, (2013)
- More ...
-
Kondratyev, Alexei, (2013)
-
FX volatility adjustment for risk factors simulation
Kondratyev, Alexei, (2013)
-
Kondratyev, Alexei, (2013)
- More ...