Efficient Estimation of Sensitivities for Counterparty Credit Risk with the Finite Difference Monte-Carlo Method
Year of publication: |
2014
|
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Authors: | Graaf, Cornelis S. L. de |
Other Persons: | Kandhai, Drona (contributor) ; Sloot, Peter (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Kreditrisiko | Credit risk | Schätztheorie | Estimation theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 10, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2521431 [DOI] |
Classification: | C63 - Computational Techniques ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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