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Results tagged with simulations
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user 35384
Reproduction of the characteristics or the outcome of a phenomenon or process using math or programming. Here limited to events related with quantitative finance as defined in the help center.
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Validation of XVA models
In general, the model validation consists of several steps:
Checking the model design, i.e. model theory, model assumptions, model limitations, etc.;
Checking the model inputs, i.e. market data sourc …
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