| | AMS Classification 60H35
"Computational methods for stochastic equations"These are all the papers that have the " 60H35 " classification. Note that not all authors/journals assign MSC codes. (sorted by date) Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending
by Damiano Brigo of King's College, London
(570K PDF) -- 57 pages -- June 19, 2012 Interacting Particle Systems for the Computation of Rare Credit Portfolio Losses
by René Carmona of Princeton University,
Jean-Pierre Fouque of the University of California, Santa Barbara, and
Douglas Vestal of Julius Finance
(752K PDF) -- 21 pages -- September 2009
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