Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Santiago Carrillo-Menéndez"'
Publikováno v:
Mathematics, Vol 9, Iss 17, p 2142 (2021)
The Fundamental Review of the Trading Book is a market risk measurement and management regulation recently issued by the Basel Committee. This reform, often referred to as “Basel IV”, intends to strengthen the financial system. The newest capital
Externí odkaz:
https://doaj.org/article/6ac97b02e7dc4443a3c9cc11376b8c74
Publikováno v:
Scopus-Elsevier
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a0c6690e89a8892237cf78375c8642a4
https://doi.org/10.21314/jop.2013.132
https://doi.org/10.21314/jop.2013.132
Publikováno v:
Computers & Operations Research. 39:792-804
Operational risk is commonly analyzed in terms of the distribution of aggregate yearly losses. Risk measures can then be computed as statistics of this distribution that focus on the region of extreme losses. Assuming independence among the operation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::03e003288b33479d3da18917eea0487c
https://doi.org/10.1016/j.cor.2010.10.001
https://doi.org/10.1016/j.cor.2010.10.001
This volume contains survey papers on mathematical finance based on some courses given at the “Lluís Santaló” Summer School of the Real Sociedad Matemática Española, held in July 2007 at the Universidad Internacional Menéndez Pelayo, Santand
Publikováno v:
Contemporary Mathematics ISBN: 9780821846735
Mathematics in Finance
Mathematics in Finance
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c14c30cbe7684ef35461fe832ddea244
https://doi.org/10.1090/conm/515
https://doi.org/10.1090/conm/515
Autor:
Francisco de Borja Rodríguez Ortiz, Paul M. Hofman, Juan A. Sigüenza, Santiago Carrillo-Menéndez, Vicente López
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783540594970
IWANN
IWANN
Simple probabilistic neural models can be used to study the information processing occurring in the brain. Suitable models have to reproduce complex Interspike Histograms (ISHs) observed experimentally, but have to be simple enough to allow theoretic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::be8fe8b03c7aaccd1d84172770a5372d
https://doi.org/10.1007/3-540-59497-3_171
https://doi.org/10.1007/3-540-59497-3_171
Publikováno v:
ICANN ’93 ISBN: 9783540198390
We present in this communication results from a dynamical model of two interacting stochastic neurons, simple enough to provide the understanding of basic mechanisms by which the stochastic nature of units enhances information processing capabilities
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::23d757bbfcdc38630048e64a13427fc4
https://doi.org/10.1007/978-1-4471-2063-6_43
https://doi.org/10.1007/978-1-4471-2063-6_43