Zhan Huang

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This paper analyzes the conflict between performance enhancing technology and IPSec in satellite IP networks, and proposes a solution called multilayer IP security with changeable zone (CZML-IPSec). It enables licensed intermediate nodes not only access TCP header, but also object links of upper layer in the form of HTML by converting static zone mapping to(More)
Modeling how the returns of assets in a portfolio are correlated is crucial to properly understand and price the risk in the portfolio. In this report we discuss methods for approximating a full correlation matrix with a k-factor model. We then discuss methods for efficiently simulating asset returns given such a model.
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