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    FCCM
    2008
    IEEE
    205views VLSI» more  FCCM 2008»
    Credit Risk Modelling using Hardware Accelerated Monte-Carlo Simulation
    14 years 6 months ago
    Credit Risk Modelling using Hardware Accelerated Monte-Carlo Simulation
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    The recent turmoil in global credit markets has demonstrated the need for advanced modelling of credit risk, which can take into account the effects of changing economic condition...
    David B. Thomas, Wayne Luk
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