813 reputation
19
bio website
location Germany
age
visits member for 1 year, 11 months
seen 11 hours ago

Monte Carlo, risk, QMC, statistical efficiency, high dimensional approximation...


 
5
votes
0
answers
176
views
1
4
votes
0
answers
139
views

Basel CVA VaR with R/WWR

jan 21 '13 at 18:03 Quartz 813
 
3
votes
0
answers
54
views
 
3
votes
0
answers
331
views
 
1
vote
0
answers
259
views