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...
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
This paper considers a developing theory on the effects of inevitable process variations during the fabrication of MEMS and other microsystems. The effects on the performance and ...
Shyam Praveen Vudathu, Kishore K. Duganapalli, Rai...
This paper deals with multidimensional ICA and its performance analysis, applied to cosmological observations. Our purpose is the separation of the cosmic microwave background rad...
An entire family of methodologies for predicting protein interactions is based on the observed fact that families of interacting proteins tend to have similar phylogenetic trees d...