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Details about Daniel Ledermann

Workplace:ICMA Centre for Financial Markets, Henley Business School, University of Reading, (more information at EDIRC)

Access statistics for papers by Daniel Ledermann.

Last updated 2008-02-26. Update your information in the RePEc Author Service.

Short-id: ple363

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Working Papers

2012

  1. ROM Simulation: Applications to Stress Testing and VaR
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading Downloads View citations (7)

2011

  1. ROM Simulation with Rotation Matrices
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading Downloads

2009

  1. Exact Moment Simulation using Random Orthogonal Matrices
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading Downloads

Journal Articles

2012

  1. Further properties of random orthogonal matrix simulation
    Mathematics and Computers in Simulation (MATCOM), 2012, 83, (C), 56-79 Downloads View citations (4)
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