Search Results - Morokoff, William

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  1. 1
    Quasi-Monte Carlo Integration

    Quasi-Monte Carlo Integration by Morokoff, William J., Caflisch, Russel E.

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  2. 2
    Quasi-Random Sequences and Their Discrepancies

    Quasi-Random Sequences and Their Discrepancies by Morokoff, William J., Caflisch, Russel E.

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  3. 3
    Generating Quasi-Random Paths for Stochastic Processes

    Generating Quasi-Random Paths for Stochastic Processes by Morokoff, William J.

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  4. 4
    The Gaussian Moment Closure for Gas Dynamics

    The Gaussian Moment Closure for Gas Dynamics by Levermore, C. David, Morokoff, William J.

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  5. 5
    Convex Entropies and Hyperbolicity for General Euler Equations

    Convex Entropies and Hyperbolicity for General Euler Equations by Harten, Ami, Lax, Peter D., Levermore, C. David, Morokoff, William J.

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  6. 6
    Numerical integration of mean reverting stochastic systems with applications to interest rate term structure simulation

    Numerical integration of mean reverting stochastic systems with applications to interest rate term structure simulation by Morokoff, William J.

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  7. 7
    A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation

    A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation by Morokoff, William J., Caflisch, Russel E.

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  8. 8
    Simulation of risk and return profiles for portfolios of CDO tranches

    Simulation of risk and return profiles for portfolios of CDO tranches by Morokoff, William J.

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  9. 9
    Simulation analysis of correlation and credit migration models for credit portfolios

    Simulation analysis of correlation and credit migration models for credit portfolios by Morokoff, William J.

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  10. 10
    An importance sampling method for portfolios of credit risky assets

    An importance sampling method for portfolios of credit risky assets by Morokoff, William J.

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  11. 11
    Tutorial on portfolio credit risk management

    Tutorial on portfolio credit risk management by Morokoff, William J.

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  12. 12
    Moment realizability and the validity of the Navier–Stokes equations for rarefied gas dynamics

    Moment realizability and the validity of the Navier–Stokes equations for rarefied gas dynamics by Levermore, C. David, Morokoff, William J., Nadiga, B. T.

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  13. 13
    Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimension

    Valuation of mortgage-backed securities using Brownian bridges to reduce effective dimension by Caflisch, Russel, Morokoff, William, Owen, Art

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  14. 14
    Simulation of risk and return profiles for portfolios of CDO tranches

    Simulation of risk and return profiles for portfolios of CDO tranches by Morokoff, W.J.

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  15. 15
    Simulation analysis of correlation and credit migration models for credit portfolios

    Simulation analysis of correlation and credit migration models for credit portfolios by Morokoff, W.J.

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  16. 16
    The Brownian bridge E-M algorithm for covariance estimation with missing data

    The Brownian bridge E-M algorithm for covariance estimation with missing data by Morokoff, William

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  17. 17
    Portfolio credit risk analysis involving CDO tranches

    Portfolio credit risk analysis involving CDO tranches by Cao, Menghui, Morokoff, William J.

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  18. 18
    Calibrating credit portfolio loss distributions

    Calibrating credit portfolio loss distributions by Cao, Menghui, Morokoff, William J.

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  19. 19
    Risk analysis: tutorial: QMC methods in finance and risk analysis

    Risk analysis: tutorial: QMC methods in finance and risk analysis by Morokoff, William

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  20. 20
    Risk analysis: applications of simulation in pricing and hedging derivatives

    Risk analysis: applications of simulation in pricing and hedging derivatives by Morokoff, William

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