Monte Carlo risk assessment as a service in the cloud
Limitations imposed by the traditional practice in financial institutions of running price and risk analysis on the desktop drive analysts to use simplified models in order to obtain acceptable response times. Typically these models make assumptions about the distribution of market events like defau...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2015-08-06.
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| Subjects: | |
| Online Access: | Get fulltext |