Credit risk modelling using hardware accelerated monte-carlo simulation

Proceedings of the 16th IEEE Symposium on Field-Programmable Custom Computing Machines, FCCM'08

Volumn , Issue , 2008, Pages 229-238

  Thomas, David B ^a   Luk, Wayne ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CREDIT MARKETS; CREDIT RISKS; ECONOMIC CONDITIONS; EVENT-BASED MODELS; HARDWARE IMPLEMENTATIONS; HARDWARE SIMULATORS; HARDWARE-ACCELERATED; INPUT DATUM; LOAN PORTFOLIOS; MONTE-CARLO SIMULATIONS; PARALLEL SOFTWARES; PCI CARDS; PENTIUM; RUNNING-IN; SIMULATION ALGORITHMS; SOFTWARE-BASED; SPEED-UP;

COMPUTER SOFTWARE; COMPUTERS; FOURIER TRANSFORMS; HARDWARE; MONTE CARLO METHODS; RISK ASSESSMENT;

SIMULATORS;

EID: 60349089397     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FCCM.2008.41     Document Type: Conference Paper

References (9)

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