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WSC
2007
15 years 7 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
CRITIS
2008
15 years 6 months ago
Multi-level Dependability Modeling of Interdependencies between the Electricity and Information Infrastructures
The interdependencies between infrastructures may be the cause of serious problems in mission/safety critical systems. In the CRUTIAL3 project the interdependencies between the ele...
Marco Beccuti, Giuliana Franceschinis, Mohamed Ka&...
BCS
2008
15 years 6 months ago
Distributed Defence Against Denial of Service Attacks: A Practical View
In recent years, Denial of Service attacks have evolved into a predominant network security threat. In our previous work, we identified the necessary building blocks for an effect...
Gülay Öke, Georgios Loukas
BIOSIG
2008
105views Biometrics» more  BIOSIG 2008»
15 years 6 months ago
A Novel Privacy Enhancing Algorithm for Biometric System
: Biometrics provide the possibility of unique and convenient authentication. As its application areas grow rapidly, the problems, such as identity fraud and cross matching, threat...
Xuebing Zhou, Christoph Busch
ICISC
2007
152views Cryptology» more  ICISC 2007»
15 years 6 months ago
Analysis of Multivariate Hash Functions
We analyse the security of new hash functions whose compression function is explicitly defined as a sequence of multivariate equations. First we prove non-universality of certain ...
Jean-Philippe Aumasson, Willi Meier