Quartz

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visits	member for	7 months
	seen	May 17 at 12:47
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Monte Carlo, risk, QMC, statistical efficiency, high dimensional approximation...

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40 Tags

name votes

3 programming × 2	2 random-matrix-theory	0 backtesting	0 cva-var
3 reference-request	2 probability	0 credit-risk	0 credit-spreads
3 software	2 mathematics	0 market-risk	0 dependence
3 gpgpu	2 risk-models	0 idrc	0 default
3 hardware	1 spread	0 incremental-risk	0 simulations
3 distribution	1 merton	0 irc	0 covariance
3 volatility	0 path	0 rwr	0 correlation
3 normal-distribution	0 lattice	0 wwr	0 correlation-matrix
3 stochastic-processes	0 trinomial	0 cva	0 stress-testing
2 var × 2	0 tree	0 basel-iii	0 reverse-stress-testing

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