We use stochastic kriging, a metamodeling technique, to speed up nested simulation of expected shortfall, a portfolio risk measure. Evaluating a risk measure of a portfolio that includes derivative ...
This course is available on the BSc in Business Mathematics and Statistics, BSc in Management and BSc in Statistics with Finance. This course is available as an outside option to students on other ...
Does your team require a tailored learning solution on this or any other topic? Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results