57 search results - page 5 / 12 » Monte Carlo simulation in financial engineering |
ICS
1998
Tsinghua U.
13 years 11 months ago
1998
Tsinghua U.
Parallel computers are now commonly used for computational science and engineering, and many applications in these areas use random number generators. For some applications, such ...
KBSE
2009
IEEE
14 years 2 months ago
2009
IEEE
SEESAW combines AI search tools, a Monte Carlo simulator, and some software process models. We show here that, when selecting technologies for a software project, SEESAW out-perfo...
WSC
2008
13 years 9 months ago
2008
Life cycle cost is an essential approach to decide on alternative rehabilitation strategies for infrastructure systems. Monte Carlo simulation approach is used to develop a stocha...
WSC
2008
13 years 9 months ago
2008
Combinatorial auctions, where buyers can bid on bundles of items rather than bidding them sequentially, often lead to more economically efficient allocations of financial resource...
EOR
2010
13 years 7 months ago
2010
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...