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WSC
2004
13 years 7 months ago
An Importance Sampling Method for Portfolios of Credit Risky Assets
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
William J. Morokoff
ERCIMDL
2005
Springer
113views Education» more  ERCIMDL 2005»
13 years 11 months ago
The DSpace Open Source Digital Asset Management System: Challenges and Opportunities
Last year at the ECDL 2004 conference, we reported some initial progress and experiences developing DSpace as an open source community-driven project [8], particularly as seen from...
Robert Tansley, MacKenzie Smith, Julie Harford Wal...
ICSR
2004
Springer
13 years 11 months ago
Feature Dependency Analysis for Product Line Component Design
Analyzing commonalities and variabilities among products of a product line is an essential activity for product line asset development. A feature-oriented approach to commonality a...
Kwanwoo Lee, Kyo Chul Kang
WSC
2004
13 years 7 months ago
Approximating Free Exercise Boundaries for American-Style Options Using Simulation and Optimization
Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
Barry R. Cobb, John M. Charnes
ECOOPW
2004
Springer
13 years 9 months ago
Evolution and Reuse of Language Specifications for DSLs (ERLS)
Abstract. This report summarizes the results of the workshop on evolution and reuse for language specifications for DSLs. The focus of the workshop was twofold: exploration of the ...
Thomas Cleenewerck, Krzysztof Czarnecki, Jörg...