8 search results - page 2 / 2 » Efficient Monte Carlo methods for convex risk measures in po... |
WSC
2000
13 years 6 months ago
2000
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
WSC
2004
13 years 6 months ago
2004
Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...
BMCBI
2010
13 years 2 months ago
2010
Background: The preprocessing of gene expression data obtained from several platforms routinely includes the aggregation of multiple raw signal intensities to one expression value...