Adjoint Credit Risk Management
Copyright policy ) Luca Capriotti; Shinghoi (Jacky) Lee;
Adjoint Credit Risk Management
Adjoint Algorithmic Differentiation is one of the principal innovations in risk management of the recent times. In this paper we show how this technique can be used to compute real time risk for credit products.
- New York University United States
- Credit Suisse (Switzerland) Switzerland
- University College London United Kingdom
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These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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