Naive Monte Carlo
Year of publication: |
2013
|
---|---|
Authors: | Kondratyev, Alexei |
Published in: |
Journal of Financial Transformation. - Capco Institute. - Vol. 36.2013, p. 117-121
|
Publisher: |
Capco Institute |
Subject: | risk management | risk management system | Monte Carlo risk engine | IMM | internal model method | IMM waiver |
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