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Efficient Estimation of Sensitivities for Counterparty Credit Risk with the Finite Difference Monte-Carlo Method

Efficient Estimation of Sensitivities for Counterparty Credit Risk with the Finite Difference Monte-Carlo Method

by Gabor Zavodszky | Jan 5, 2017 | Hot News, News

According to Basel III, financial institutions need to charge a Credit Valuation Adjustment (CVA) to account for counterparty default risk. This adjustment is typically driven by a large number of uncertain risk factors, which makes efficient computation of CVA and...
Towards the virtual artery: a multiscale model for vascular physiology at the physics–chemistry–biology interface

Towards the virtual artery: a multiscale model for vascular physiology at the physics–chemistry–biology interface

by Gabor Zavodszky | Oct 9, 2016 | Hot News, News

This discussion paper introduces the concept of the Virtual Artery as a multiscale model for arterial physiology and pathologies at the physics–chemistry–biology (PCB) interface. The cellular level is identified as the mesoscopic level, and we argue that by...

Scaling of shear-induced diffusion and clustering in a blood-like suspension

by Mark Wijzenbroek | May 12, 2016 | Hot News, News

Lampros Mountrakis et. al published a paper in Europhysics Letters where they demonstrate that shear-induced diffusion of red blood cells (in a two-dimensional model system) does not follow the established linear scaling with shear rate for high hematocrits. They...
Solvay Workshop – “Bridging the gaps at the PCB interface”

Solvay Workshop – “Bridging the gaps at the PCB interface”

by Mark Wijzenbroek | Apr 4, 2016 | Hot News, News

Alfons Hoekstra will speak on the Solvay Workshop “Bridging the gaps at the PCB interface” Multiscale Modelling in Physics, Chemistry and Biology, 19 – 21 April 2016, Brussels To register and for more info click here  

The 2016 conference on complex systems 19 – 22 September 2016

by Mark Wijzenbroek | Mar 2, 2016 | Hot News, News

Conference on Complex Systems 19 – 22 September 2016 The Conference on Complex Systems (CCS) has become a major venue for the Complex Systems Community since it started in 2003. After a successful event in the USA in 2015, we are now back in Europe. In...

Virtual Physiological Human Conference 26 – 28 September 2016

by Mark Wijzenbroek | Feb 8, 2016 | Hot News, News

VPH2016 offers an exciting program of state-of-the art science & engineering in computational (bio)medicine, ranging from foundational research on multiscale modelling of human (patho) physiology, via underpinning research on data science and infrastructures for...
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