'Carlo simulation' presentation slideshows

Using MATLAB to Develop and Deploy Financial Models

Using MATLAB to Develop and Deploy Financial Models. F inancial Products Group. Allen Schweitzer Account Manager Kas Sharma Applications Engineer Rob Quinn Technical Marketing. Topics. Introduction Application Examples Overview of MATLAB Data I/O Data Analysis Modeling Break

984 views • 71 slides

Two Temperature Non-equilibrium I sing Model in 1D

Two Temperature Non-equilibrium I sing Model in 1D . Nick Borchers. Outline. Background Non-equilibrium vs. Equilibrium systems Master e quation and Detailed Balance Ising model Preliminary Results Model description Dependence on external temperature

538 views • 30 slides

NETW 707 Modeling and Simulation Amr El Mougy Maggie Mashaly

NETW 707 Modeling and Simulation Amr El Mougy Maggie Mashaly. Lecture (2) Simulation Examples. Steps in a Simulation Study. Example 1: Coin Tossing Problem. Simulate a sequence of 20 coin tosses The coin is fair Possible outcomes: Head ( H ) or Tail ( T )

588 views • 26 slides

Precise neutron inelastic cross section measurements

431 views • 26 slides

2007. 6. 7.

Identifying of a Pollution Delivery Coefficient for a stream water quality Analysis model introducing a Watershed Form ratio. 2007. 6. 7. Ha Sung-Ryong, Park Jung-Ha. Department of Urban Engineering Chungbuk National University, Korea. Contents. Introduction Objective of the research

359 views • 25 slides

Probabilistic Re-Analysis Using Monte Carlo Simulation

Probabilistic Re-Analysis Using Monte Carlo Simulation. Efstratios Nikolaidis, Sirine Salem, Farizal, Zissimos Mourelatos April 2008. Definition and Significance. Probabilistic design optimization Find design variables

405 views • 23 slides

Kim Lefmann, Peter Willendrup

343 views • 21 slides

Early-type galaxy evolution : insights from the rest-frame UV

Early-type galaxy evolution : insights from the rest-frame UV. Sugata Kaviraj Oxford/UCL Collaborators: Sukyoung Yi, Kevin Schawinski, Eric Gawiser, Pieter van Dokkum, Richard Ellis Malaysia 2009. Spheroidal (early-type) galaxies. Smooth and featureless Dominated by old population II stars

373 views • 21 slides

Universality in W+Multijet Production

282 views • 14 slides

Counterparty Credit Risk Simulation

Counterparty credit risk (CCR) is the risk that a counterparty defaults prior to the expiration of a contract. The risk measure is credit exposure. As credit exposures in future are stochastic, one needs to simulate market evolution in order to quantify CCR. This presentation provides some details about CCR simulation. You find more presentations at http://www.finpricing.com/paperList.html.

191 views • 14 slides

Introduction to Counterparty Credit Risk Simulation

Counterparty credit risk (CCR) refers to the risk that a counterparty to a bilateral financial derivative contract may fail to fulfill its contractual obligation causing financial loss to the non-defaulting party. It will be incurred in the event of default by a counterparty. Only over-the-counter (OTC) derivatives and financial security transactions (e.g., repo) are subject to counterparty risk. If one party of a contract defaults, the non-defaulting party will find a similar contract with another counterparty in the market to replace the default one. That is why counterparty credit risk sometimes is referred as replacement risk. The replacement risk is the MTM value of a counterparty portfolio at the time of the counterparty default. Counterparty credit risk measure is credit exposure. As credit exposures in future are stochastic, one needs to simulate market evolution in order to quantify CCR. This presentation provides some details about CCR simulation. You may find more information at http://www.finpricing.com/lib/ccrSimulation.html

337 views • 14 slides

The Grid Beyond Physics

253 views • 9 slides

Offset simulation

Offset simulation. Offset accumulative distribution. Monte-Carlo simulation result. Mismatch model , Monte-Carlo simulation. Post-processing. ? offset = 3mV.

178 views • 3 slides