1 Portfolio Credit Risk Modeling 2 Haar Wavelets Method for the Laplace Transform Inversion 3 The WA Method to Quantify Losses 4 Option Pricing with Wavelets and the Characteristic Function 5 Conclusions
Source
Universitat Politecnica de CatalunyaCentre de Recerca Matematica & Centrum voor Wiskunde en Informatica
Length of Resource
38 pages
Resource File
Date Published
Publication Type
paper
Resource Type
academic