Monthly Archives: April 2012

Extended CreditGrades Model with Stochastic Volatility and Jumps

Artur Sepp

Abstract
We present two robust extensions of the CreditGrades model: the first one assumes that the variance of returns on the firm’s assets is stochastic, and the second one assumes that the firm’s asset value process follows a double-exponential jump-diffusion.

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Magic Quadrant for Business Intelligence Platforms 2012

In February 2012 Gartner published the results of its research in the popular series of Magic Quadrants – Magic Quadrant for Business Intelligence Platforms 2012.

In 2011, business users continued to exert significant influence over BI decisions, often choosing data discovery products in addition to/as alternatives to traditional BI tools.

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