Q&A : collaborating for change

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<rdf:Description>
<dc:creator>Pengelly, Mark</dc:creator>
<dc:creator>Voropaev, Mikhail</dc:creator>
<dc:date>2011-05-03</dc:date>
<dc:description xml:lang="es">Sumario: 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/131997.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Modelos analíticos</dc:subject>
<dc:subject xml:lang="es">Simulación Monte Carlo</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Modelos matemáticos</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Q&A : collaborating for change</dc:title>
<dc:relation xml:lang="es">En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 03/05/2011 Tomo 24 Número 5  - 2011 </dc:relation>
</rdf:Description>
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