Offshore outsourcing continues to gain prominence as the printing industrystrides into the future. With different segments of the industry looking at reducingcosts and, in exchange providing value-added services, more companies turntowards outsourcing services offshore as a solution. Although it...

In recent years, financial simulations have gotten computationally intensive due to larger portfolio sizes, and an increased demand to perform real-time risk analysis. In this paper, we propose a hardware implementation that uses a recursive analytical method to price the Collateralized Debt...

This paper provides an overview of the most important structured finance instruments in the context of the development of the financial turmoil that started in the third quarter of 2007 and continued into 2008. These financial market tensions were triggered by concerns about exposures of...

Seit ihrer Entstehung Anfang der 90er Jahre haben Kreditderivate ein geradezu stürmischesWachstum erfahren. Das derzeitige Transaktionsvolumen wird auf weit über 50 Mrd. US$geschätzt, wobei sich der Markt im Moment noch hauptsächlich auf die Finanzplätze New Yorkund London...

Asset health prediction is imperative to optimal asset management. Online and offline inspections can provide useful information for predicting asset health. The information from an asset health inspection can be divided into two types. (1) Direct indicators which directly determine failures...

This paper is concerned with the Bayesian estimation and comparison of flexible, high dimensional multivariate time series models with time varying correlations. The model proposed and considered here combines features of the classical factor model with that of the heavy tailed univariate...

Bewertungen von Immobilien sollen den Marktwert einschätzen und sind notwendig für Kauf-, Verkaufs- und Bauentscheidungen, für die Kreditvergabe und für die Besteuerung. Trotz dieser eindeutigen Aufgabenstellung existierten unterschiedliche Verfahren, mit welchen Marktwerte ermittelt werden...

Despite their success and widespread usage in industry and business, ES methods have received little attention from the statistical community. We investigate three types of statistical models that have been found to underpin ES methods. They are ARIMA models, state space models with multiple...