Credit Risk Modelling using Hardware Accelerated Monte-Carlo Simulation

David B. Thomas, Wayne Luk. Credit Risk Modelling using Hardware Accelerated Monte-Carlo Simulation. In Kenneth L. Pocek, Duncan A. Buell, editors, 16th IEEE International Symposium on Field-Programmable Custom Computing Machines, FCCM 2008, 14-15 April 2008, Stanford, Palo Alto, California, USA. pages 229-238, IEEE Computer Society, 2008. [doi]

Abstract

Abstract is missing.