• Technical Name
  • Spherical Monte Carlo simulation with applications in finance
  • Operator
  • National Chiao Tung University
  • Booth
  • Online display only
  • Contact
  • 鄧惠文
  • Email
  • venteng@gmail.com
Technical Description please see the attached slides.
Scientific Breakthrough please see the attached slides.
Industrial Applicability The proposed simulation scheme can be applied to calculation the regulatory capital requirement in the backing industry to meet the requirements of Basel accords.