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Risk analysis and asset valution : a Monte Carlo simulation using stochastic rents

Hughes, William T. - In: The journal of real estate finance and economics 11 (1995) 2, pp. 177-187

Persistent link: https://www.econbiz.de/10001189281

Evaluating binary alignment methods in microsimulation models

Li, Jinjing; O'Donoghue, Cathal - 2012

Persistent link: https://www.econbiz.de/10009536428

Valuation of a Cashflow CDO Without Monte Carlo Simulation

Gallagher, Donal A. - 2009

Unlike tranches of synthetic CDOs, that depend only on the defaults of the underlying securities, tranches of cashflow CDOs also depend on the interest cash flows from the coupons of the securities. Whilst fast, accurate, (semi-)analytic methods exist for pricing synthetic CDO tranches (Hull and...

Persistent link: https://www.econbiz.de/10013156360

Assessing the value of modelling and simulation in health care : an example based on increasing access to stroke treatment

Soorapanth, Sada; Young, Terry - In: Journal of the Operational Research Society 70 (2019) 2, pp. 226-236

Persistent link: https://www.econbiz.de/10012212043

Evaluating the Forecasts of Risk Models

Berkowitz, Jeremy - 1999

evaluating such forecasts. It requires evaluation of the entire forecast distribution, rather than a value-at-risk quantity. The …The forecast evaluation literature has traditionally focused on methods for assessing point-forecasts. However, in the … context of risk models, interest centers on more than just a single point of the forecast distribution. For example, value-at-risk …

Persistent link: https://www.econbiz.de/10014196296