Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Fahham Khan"'
Autor:
Yaoqing Gao, Fahham Khan, Amy Wang, Danny Gupta, Barnaby Dalton, James Sedgwick, Peng Wu, Bob Blainey, Louis Ly, Lior Velichover, Jan Treibig, Neil Bartlett
Publikováno v:
WHPCF@SC
The concept of default and its associated painful repercussions have been a particular area of focus for financial institutions, especially after the 2007/2008 global financial crisis. Counterparty credit risk (CCR), i.e. risk associated with a count
This book aims to achieve the following goals: (1) to provide a high-level survey of key analytics models and algorithms without going into mathematical details; (2) to analyze the usage patterns of these models; and (3) to discuss opportunities for