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» Risk Analysis of Collateralized Debt Obligations
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IOR
2011
59views more  IOR 2011»
12 years 11 months ago
Risk Analysis of Collateralized Debt Obligations
Kay Giesecke, Baeho Kim
FPL
2008
Springer
137views Hardware» more  FPL 2008»
13 years 6 months ago
FPGA acceleration of Monte-Carlo based credit derivative pricing
In recent years the financial world has seen an increasing demand for faster risk simulations, driven by growth in client portfolios. Traditionally many financial models employ Mo...
Alexander Kaganov, Paul Chow, Asif Lakhany