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Q&A : collaborating for change

Recurso electrónico / electronic resource
MARC record
Tag12Value
LDR  00000cab a2200000 4500
001  MAP20110039448
003  MAP
005  20110706140940.0
008  110606e20110503esp|||p |0|||b|spa d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎7
100  ‎$0‎MAPA20080644864‎$a‎Pengelly, Mark
24500‎$a‎Q&A‎$b‎: collaborating for change‎$c‎Mark Pengelly
520  ‎$a‎Monte Carlo simulation of credit-risky portfolios can be computationally intensive when calculating risk measeures. Here, Mikhail Voropaev builds an analyitical framework for calculating value-at-risk and expected shortfall for these portolios that significantly reduces the required computation
650 1‎$0‎MAPA20080591182‎$a‎Gerencia de riesgos
650 1‎$0‎MAPA20080586454‎$a‎Modelos analíticos
650 1‎$0‎MAPA20080608606‎$a‎Simulación Monte Carlo
650 1‎$0‎MAPA20080602437‎$a‎Matemática del seguro
650 1‎$0‎MAPA20080592042‎$a‎Modelos matemáticos
700  ‎$0‎MAPA20110018580‎$a‎Voropaev, Mikhail
7730 ‎$w‎MAP20077002387‎$t‎Risk : risk management, derivatives, structured products‎$d‎Southwick, West Sussex : Incisive Financial Publishing, 2007-‎$x‎0952-8776‎$g‎03/05/2011 Tomo 24 Número 5 - 2011