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EOR
2010
125views more  EOR 2010»
14 years 10 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
JCIT
2010
88views more  JCIT 2010»
14 years 4 months ago
Research on Corporate Citizenship Engaging in Social Welfare Activities
Great expectations are being placed on firms to act with increasing social responsibility, which is adding a new dimension to the role of management and the vision of companies. M...
Xueying Tian
JDCTA
2010
122views more  JDCTA 2010»
14 years 4 months ago
The Financial Structure and High-Tech Industries Development in China
The transformation of economic development approach demands to develop high-tech industries, while high-tech industries can't develop without financial support, in which diff...
Liuyong Yang, Shensheng Mo, Anqi Zhou
SIGARCH
2010
89views more  SIGARCH 2010»
14 years 4 months ago
Efficient reconfigurable design for pricing asian options
Arithmetic Asian options are financial derivatives which have the feature of path-dependency: they depend on the entire price path of the underlying asset, rather than just the in...
Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, ...
ITNG
2010
IEEE
15 years 3 months ago
Applying Semantic Web Techniques to Reservoir Engineering: Challenges and Experiences from Event Modeling
—In reservoir engineering domain experts deal with many tasks and operations, ranging from reservoir simulation to well maintenance scheduling, with the goal of maximizing oil pr...
Tao Zhu, Amol Bakshi, Viktor K. Prasanna, Karthik ...