90 search results - page 8 / 18 » Simulation of Coherent Risk Measures |
WSC
2007
13 years 10 months ago
2007
This paper presents the case that education in the 21st Century can only measure up to national needs if technologies developed in the simulation community, further enhanced by th...
WSC
2004
13 years 9 months ago
2004
Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...
WWW
2009
ACM
14 years 8 months ago
2009
ACM
Web archives preserve the history of Web sites and have high long-term value for media and business analysts. Such archives are maintained by periodically re-crawling entire Web s...
WSC
1997
13 years 9 months ago
1997
This tutorial introduces the MODSIM III language, showing how its simulation "world view" together with its object-oriented architecture and built in graphics contribute...
EOR
2010
13 years 8 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...