Acceleration of Distance-to-Default with GPU
Distance-to-Default(DTD), which is used to describe the default risk of a rm, acts an important role in credit research. Nowadays, since we can access a large amount of historical data, we can get a more accurate DTD result. However, this directly increases the computation time as well as the comput...
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| Format: | Others |
| Language: | English |
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KTH, Skolan för informations- och kommunikationsteknik (ICT)
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-102877 |