Fast simulations in credit risk (Q5745630)
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scientific article; zbMATH DE number 6252514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast simulations in credit risk |
scientific article; zbMATH DE number 6252514 |
Statements
Fast simulations in credit risk (English)
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30 January 2014
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Monte Carlo methods
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credit risk
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geometric shortcut
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expected shortfall
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variance reduction
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