The probability distribution of the number of defaults plays an important role in pricing problems of multiple-name credit derivatives. When the group size gets large, it becomes increasingly ...

This is a preview. Log in through your library . Publisher Information The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and ...

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Scientists at the University of California, San Diego (UCSD) have developed new insight into a formula that helped British cryptanalysts crack the German Enigma code in World War II. Scientists at the ...