arXiv (All)
open access
Efficient Monte Carlo Valuation of Corporate Bonds in Financial Networks
Valuing corporate bonds in systemic economies is challenging due to intricate webs of inter-institutional exposures. When a bank defaults, cascading losses propagate through the network, with payments determined by a system of fixed-point equations lacking closed-form solutions. Standard Monte Carlo
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Market Exchange Modelling Experiment, Simulation Algorithms, and Theoretical Analysis#1275846
- Inside (the) Money Machine: Modeling Liquidity, Maturity and Credit Transformations#130967
- CARD: Controlled Agentic Reddit Discussions for Credit Card Simulation#441840
- Pricing and Calibration of Bitcoin Inverse Options via the Rough Bergomi Model#780883
- Pricing and Calibration of Bitcoin Inverse Options via the Rough Bergomi Model#779508
Record · ID 1537168
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive