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Quaternion Risk Management
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in Total Papers Downloads
Initial Margin, BCBS-IOSCO, SIMM, MVA, XVA, CCP
Libor Marekt Model, Adjoint Method, Affine Recursion, Bermudan Swaption, Trigger Swaps
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
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
