Parallel numerical simulation of strategic bankruptcy

Yu Cai, Howard Qi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Abstract

In this paper, we extend the strategic default bankruptcy model to predict risky premium on defaultable bonds in a more realistic economic environment. By considering interest rates, taxes and the voltality of business operations, the model becomes considerably complicated, which imposes significant challenges on the mathematical framework as well as the computation power required in simulating the stochastic process. Since it is hard to obtain a closed form analytical solution for the framework, numerical simulation is an alternative. We present a dynamic block allocation algorithm for parallel Quasi-Monte Carlo(QMC) simulation. The convergence speed of the model is also studied. Simulation results show that our model can be used to estimate risk and risk premium in financial economics.

Original languageEnglish (US)
Title of host publicationIPDPS Miami 2008 - Proceedings of the 22nd IEEE International Parallel and Distributed Processing Symposium, Program and CD-ROM
DOIs
StatePublished - 2008
Externally publishedYes
EventIPDPS 2008 - 22nd IEEE International Parallel and Distributed Processing Symposium - Miami, FL, United States
Duration: Apr 14 2008Apr 18 2008

Publication series

NameIPDPS Miami 2008 - Proceedings of the 22nd IEEE International Parallel and Distributed Processing Symposium, Program and CD-ROM

Conference

ConferenceIPDPS 2008 - 22nd IEEE International Parallel and Distributed Processing Symposium
Country/TerritoryUnited States
CityMiami, FL
Period4/14/084/18/08

ASJC Scopus subject areas

  • Hardware and Architecture
  • Software
  • Electrical and Electronic Engineering

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