Acceleration of an analytical approach to collateralized debt obligation pricing.

Dharmendra P. Gupta Paul Chow

Published in: FPGA (2010)

Keyphrases

short term
multi agent systems
data sets
database systems
credit risk
double exponential
profit maximization
optimal pricing
pricing model
social norms
risk assessment
risk management
decision trees
information systems
artificial intelligence
data mining
neural network