54 Fitzwilliam Square North
Dublin, D02X308
Ireland
Quaternion Risk Management
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Initial Margin, BCBS-IOSCO, SIMM, MVA, XVA, CCP
Machine learning, Neural networks, Computational Finance, Term Structure Models, Control Variates, Option Pricing, Hull-White model, Trolle-Schwartz Model
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
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
Dynamic Initial Margin, Least Squares Monte Carlo, Johnson Distributions
machine learning, neural networks, control variates, Bermudan swaption, SABR, free SABR, Heston
Central Clearing, Systemic Risk, Financial Regulation, Graph Model, Simulation, Data Science, Credit Risk
neural networks, model validation, SR 11-7, derivatives, risk management, pricing
