Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Sean Ross is a strategic adviser at 1031x.com, Investopedia contributor, and the founder and manager of Free Lances Ltd. Thomas J Catalano is a CFP and Registered Investment Adviser with the state of ...
The Journal of the American Statistical Association (JASA) has long been considered the premier journal of statistical science. Science Citation Index reported JASA was the most highly cited journal ...
Canonical correlation was developed by Hotelling (1935, 1936). Its application is discussed by Cooley and Lohnes (1971), Kshirsagar (1972), and Mardia, Kent, and Bibby (1979). It is a technique for ...
Random sampling from a multivariate normal distribution is essential for Monte Carlo simulations in many credit risk models. For a portfolio of N obligors, standard methods usually require O(N2) ...
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