Simulation for risk management: a simulation-based credit default swap pricing approach under jump-diffusion.

Tarja Joro Paul Na

Published in: WSC (2003)

Keyphrases

risk management
risk evaluation
risk analysis
financial institutions
commercial banks
financial markets
decision support system
risk assessment
operational risk
risk factors
project management
information security management
data sets
software projects
credit risk
case based reasoning
data model
case study