000 01424n a2200289#a 4500
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007 cr cuuuuuauuuu
008 170109s2016 bl por d
035 _aocm51338542
040 _aP5A
_cP5A
082 0 4 _acs
090 _acs
100 1 _aGobet, Emmanuel
_u(École Polytechnique, FIME, CMAP, CNRS, France)
_98526
245 1 0 _aMCMC design-based non-parametric regression for rare-event. Application to nested-risk computations/
_cEmmanuel Gobet.
246 1 3 _aRisk-based Capital requirements and optimal liquidation in a stress scenario/
_gLakshithe Wagalath.
260 _aRio de Janeiro:
_bIMPA,
_c2016.
300 _avideo online
500 _a2 Talks (2nd @ 00:40:10).
650 0 4 _aMatematica.
_2larpcal
_919899
697 _aCongressos e Seminários.
_923755
700 1 _aWagalath, Lakshithe
_u(IESEG Paris, France)
_97427
711 2 _aResearch in Options 2016
_d(2016:
_cIMPA, Rio de Janeiro, Brazil)
_98503
856 4 _zVIDEO
_uhttps://www.youtube.com/watch?v=Soxus91DTos&index=11&list=PLo4jXE-LdDTRi1vo1WVI7DLZ0ZQ7yhCLV
942 _2ddc
_cBK
999 _aMCMC design-based non-parametric regression for rare-event. Application to nested-risk computations. Emmanuel Gobet. Rio de Janeiro: IMPA, 2016. video online. Disponível em: <https://www.youtube.com/watch?v=Soxus91DTos&index=11&list=PLo4jXE-LdDTRi1vo1WVI7DLZ0ZQ7yhCLV>. Acesso em: 9 jan. 2017.
_c36026
_d36026