Global Capital | April 8, 2014 | By Mohit Agarwal, Numerix Financial Engineering Group

In this authored article, Mohit Agarwal of Numerix discuses American Monte Carlo as today’s modern approach to simulation technology; using hybrid models that jointly simulate underlying risks factors across asset classes with accounting for correlations between those risk factors. He discusses fast and efficient methods to calculating CVA under Basel III.

News - Jul 19, 2012

CVA & Risk Technology Secures Top Honors in Waters Rankings 2012

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