54 Fitzwilliam Square
Dublin 2
Dublin
Ireland
http://www.quaternion.com
Quaternion Risk Management
cashflow CDO, CLO, tranche, pricing, derivatives, credit, Monte Carlo, simulation
big data, graph theoretic models, data science, machine learning, Python, C , random graph generation, stochastic Linear Gauss-Markov model, Monte Carlo simulation, financial risk analytics, systemic risk, collateralizations, variation margin, initial margin, open source risk engine, financial regu
Big Data, Graph Theoretic Models, Stochastic Linear Gauss-Markov Model, Monte Carlo Simulation, Financial Risk Analytics, Collateralizations, Variation Margin, Initial Margin, Open Source Risk Engine