57 search results - page 3 / 12 » Monte Carlo simulation in financial engineering |
IPPS
2008
IEEE
14 years 5 days ago
2008
IEEE
High performance computing is critical for financial markets where analysts seek to accelerate complex optimizations such as pricing engines to maintain a competitive edge. In th...
SIGSOFT
2007
ACM
14 years 6 months ago
2007
ACM
The systematic exploration of the space of all the behaviours of a software system forms the basis of numerous approaches to verification. However, existing approaches face many c...
TCIAIG
2010
13 years 14 days ago
2010
Hex, the classic board game invented by Piet Hein in 1942 and independently by John Nash in 1948, has been a domain of artificial intelligence research since Claude Shannon's ...
WSC
2004
13 years 7 months ago
2004
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
WWW
2006
ACM
14 years 6 months ago
2006
ACM
We revisit a problem introduced by Bharat and Broder almost a decade ago: how to sample random pages from the corpus of documents indexed by a search engine, using only the search...