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Monte Carlo methods in finance
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11	ADVANCED TUTORIAL Monte Carlo and Quasi-Monte Carlo Methods in Finance Jeremy Staum Department of Industrial Engineering and Management Sciences Northwestern University Add to Reading List Source URL: www.crm.math.ca Language: English - Date: 2008-03-03 11:45:20 Mathematical finance Actuarial science Monte Carlo methods in finance Stochastic processes Statistical randomness Monte Carlo method Quasi-Monte Carlo methods in finance Simulation Stochastic differential equation Statistics Mathematical sciences Probability and statistics
12	Agent-Based Computational Economics∗ LEIGH TESFATSION Department of Economics, Iowa State University, Ames, Iowahttp://www.econ.iastate.edu/tesfatsi/ ISU Economics Working Paper No. 1, Add to Reading List Source URL: www2.econ.iastate.edu Language: English - Date: 2003-08-24 16:28:11 Economic theories Financial markets Computational economics Monte Carlo methods in finance Agent-based computational economics Agent-based model Macroeconomic model Leigh Tesfatsion Market Economics Mathematical economics Science
13	Asia Pacific Mathematics Newsletter 1 Approximating Integrals in Add to Reading List Source URL: www.asiapacific-mathnews.com Language: English - Date: 2013-08-15 05:14:59 Numerical analysis Quasi-Monte Carlo method Weight Numerical integration Product rule Vector space Quasi-Monte Carlo methods in finance Algebra Mathematics Abstract algebra
14	A research and education initiative at the MIT Sloan School of Management Agent-Based Models of Financial Markets: A Comparison with Experimental Markets Paper 124 Add to Reading List Source URL: ebusiness.mit.edu Language: English - Date: 2012-11-08 09:59:25 Monte Carlo methods in finance Behavioral finance Financial economics Behavioral economics Agent-based computational economics Market microstructure Agent-based model Perfect competition Market Economics Mathematical economics Economic theories
15	Monte Carlo Methods in Particle Physics Bryan Webber University of Cambridge IMPRS, MunichNovember 2007 Add to Reading List Source URL: www.hep.phy.cam.ac.uk Language: English - Date: 2007-11-11 13:20:43 Probability and statistics Applied mathematics Numerical analysis Event generator Importance sampling Hadronization Quasi-Monte Carlo method Monte Carlo methods in finance Monte Carlo methods Physics Computational physics
16	FAST SENSITIVITY COMPUTATIONS FOR MONTE CARLO VALUATION OF PENSION FUNDS MARK JOSHI AND DAVID PITT Abstract. Sensitivity analysis, or so-called ‘stress-testing’, has long been part of the actuarial contribution to pr Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:21:40 Process management Scientific modeling Sensitivity analysis Monte Carlo methods in finance Actuarial science Defined benefit pension plan Economics Mathematical finance Knowledge Science
17	Quasi-Monte Carlo Feature Maps for Shift-Invariant Kernels Jiyan Yang1 ICME, Stanford University, Stanford, CAJIYAN @ STANFORD . EDU Add to Reading List Source URL: jmlr.org Language: English - Date: 2014-02-16 19:30:21 Numerical analysis Diophantine approximation Monte Carlo methods Low-discrepancy sequence Quasi-Monte Carlo method Halton sequence Quasi-Monte Carlo methods in finance Normal distribution Reproducing kernel Hilbert space Mathematical analysis Mathematics Randomness
18	Quasi-Monte Carlo Feature Maps for Shift-Invariant Kernels Jiyan Yang1 ICME, Stanford University, Stanford, CAJIYAN @ STANFORD . EDU Add to Reading List Source URL: www.stat.berkeley.edu Language: English - Date: 2014-06-23 23:57:09 Numerical analysis Diophantine approximation Monte Carlo methods Low-discrepancy sequence Quasi-Monte Carlo method Halton sequence Quasi-Monte Carlo methods in finance Normal distribution Reproducing kernel Hilbert space Mathematical analysis Mathematics Randomness
19	MCQMC2014 – April 6 – 11, 2014 – KU Leuven, Belgium Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing The MCQMC Conference is a biennial meeting devoted to the Add to Reading List Source URL: mcqmc2014.cs.kuleuven.be Language: English - Date: 2013-07-30 04:16:28 Randomness Numerical analysis Quasi-Monte Carlo method Markov chain Monte Carlo Pseudorandomness Quasi-Monte Carlo methods in finance Monte Carlo methods Probability and statistics Applied mathematics
20	An Embedded DSL for Stochastic Processes ∗ Research Article † Michael Flænø Werk Joakim Ahnfelt–Rønne Add to Reading List Source URL: hiperfit.dk Language: English Statistical mechanics Normal distribution Monte Carlo method Mathematical finance Brownian motion Sample maximum and minimum Monte Carlo methods in finance Statistics Probability and statistics Stochastic processes

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