Lorenzo Liesch

UBM - Financial Risks

Quantitative Analyst

Via Tommaso Grossi, 10

Milan, 20121

Italy

SCHOLARLY PAPERS

1

DOWNLOADS

964

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Effective Implementation of Generic Market Models

Number of pages: 16 Posted: 12 Jun 2006
Mark S. Joshi and Lorenzo Liesch
University of Melbourne - Centre for Actuarial Studies (deceased) and UBM - Financial Risks
Downloads 964 (27,354)
Citation 2

Abstract:

Loading...

market model, complexity, Monte Carlo