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WSC
2007
11 years 3 months ago
Estimating tranche spreads by loss process simulation
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
Kay Giesecke, Baeho Kim
ICMCS
2005
IEEE
106views Multimedia» more  ICMCS 2005»
11 years 7 months ago
Media Aware Routing in Large Scale Networks with Overlay
This paper presents a new routing strategy, that selects the best network paths in an overlay network, in order to minimize the distortion perceived by the end user. We first pro...
Dan Jurca, Sanja Petrovic, Pascal Frossard
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