Q&A : collaborating for change

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<title>Q&A</title>
<subTitle>: collaborating for change</subTitle>
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<abstract displayLabel="Summary">Monte 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</abstract>
<note type="statement of responsibility">Mark Pengelly</note>
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<topic>Gerencia de riesgos</topic>
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<topic>Modelos analíticos</topic>
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<topic>Simulación Monte Carlo</topic>
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<topic>Matemática del seguro</topic>
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<topic>Modelos matemáticos</topic>
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<title>Risk : risk management, derivatives, structured products</title>
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<publisher>Southwick, West Sussex : Incisive Financial Publishing, 2007-</publisher>
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<identifier type="issn">0952-8776</identifier>
<identifier type="local">MAP20077002387</identifier>
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<text>03/05/2011 Tomo 24 Número 5  - 2011 </text>
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