1. A method for structuring a portfolio, comprising: (i) calculating, by computer, a number of potential-loss function values at points in a domain of stochastic market factors, the points being obtained from a low-discrepancy deterministic sequence; (ii) determining a cumulative distribution function of the function values; (iii) determining value at risk as one of the function values corresponding to a specified level of confidence; and (iv) structuring the portfolio depending on a comparison of the value at risk with a specified target value.