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WSC
2007
15 years 13 days ago
2007
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
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WSC
2007
15 years 13 days ago
2007
Adaptive Time Warp protocols in the literature are usually based on a pre-defined analytic model of the system, expressed as a closed form function that maps system state to cont...
WSC
2007
15 years 13 days ago
2007
Using models in different contexts poses major integration challenges, ranging from technical to conceptual levels. Independently of each other developed model components cannot b...
WSC
2007
15 years 13 days ago
2007
I summarize my experience from having taught simulation to over 7000 students for over 30 years; to undergraduate, graduate and Ph. D. business students, executives and high schoo...
WSC
2007
15 years 13 days ago
2007
Stochastic simulations involve at least some random inputs. This introductory tutorial is meant to call attention to the need to model and generate such inputs in ways that may no...