57 search results - page 3 / 12 » Monte Carlo simulation in financial engineering |
80
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IPPS
2008
IEEE
15 years 4 months 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
15 years 10 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...
124
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TCIAIG
2010
14 years 4 months 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
14 years 11 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
15 years 10 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...