Substantial financial and technological investments by private and public organizations have resulted in the delivery of the third generation mobile technologies, although the jou...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. A practical problem in trade execution is how ...
Ptrim is a purely decentralised application for performing peer-to-peer transactions. Instead of relying on a typical trust/reputation management approach, Ptrim allows its users t...
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...