搜索结果: 1-2 共查到“投资理论 risk management”相关记录2条 . 查询时间(0.125 秒)
Theoretical Sensitivity Analysis for Quantitative Operational Risk Management
Sensitivity Analysis Quantitative Operational Risk Management Value at Risk
2011/7/22
Abstract: We study the asymptotic behaviour of the difference between the Value at Risks VaR(L) and VaR(L+S) for heavy tailed random variables L and S as an application to the sensitivity analysis of ...
Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture
Using Premia and Nsp Risk Management Benchmark Testing Parallel Architecture
2010/10/18
Financial institutions have massive computations to carry out overnight which are very demanding in terms of the consumed CPU. The challenge is to price many different products on a cluster-like arch...