Tuesday, March 17, 2015

Secure Multi Party Computation of Risk Computations


I contributed a paper at MDI Gurgaon in the Conference Global Conference on “Managing in Recovering Markets.

Title: Applying Secure Multi Party Computations for Monte Carlo Simulation (AR1) forVaR Computations

Conference site: http://gcmrm.org/callfor3.html

Schedule: http://gcmrm.org/GCMRM%202015%20Conference%20Schedule.pdf

Full Paper: https://www.researchgate.net/publication/273696206_Applying_Secure_Multi_Party_Computations_for_Monte_Carlo_Simulation_%28AR1%29_forVaR_Computations