Monte Carlo methods in finance

Results: 47



#Item
31Computational physics / Monte Carlo method / Numerical analysis / Probabilistic complexity theory / Normal distribution / Parameter / Pseudorandomness / Estimation theory / Monte Carlo methods in finance / Applied mathematics / Statistics / Mathematics

Monte-Carlo Module 5.0 Section 5.0

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Source URL: www.epa.gov

Language: English - Date: 2012-11-15 12:37:59
32Finance / Mathematical finance / Monte Carlo methods in finance / Monte Carlo method / Probabilistic complexity theory / Market trend / Simulation / Retirement / Probability distribution / Financial economics / Investment / Economics

Monte Carlo Models Monte Carlo Model: Is it Good for Your Client? By Jim Otar, CMT, CFP November 3, 2006

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Source URL: retirementoptimizer.com

Language: English - Date: 2008-04-08 20:23:44
33Computational physics / Monte Carlo method / Numerical analysis / Probabilistic complexity theory / Normal distribution / Parameter / Pseudorandomness / Estimation theory / Monte Carlo methods in finance / Applied mathematics / Statistics / Mathematics

Monte-Carlo Module 5.0 Section 5.0

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Source URL: www.epa.gov

Language: English - Date: 2012-11-15 12:37:59
34Mathematical finance / Economics / Investment / Stochastic processes / Black–Scholes / Asian option / Option style / Lookback option / Monte Carlo methods in finance / Financial economics / Options / Finance

PDF Document

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Source URL: www.federalreserve.gov

Language: English - Date: 2001-09-12 17:44:34
35Kullback–Leibler divergence / Mathematical analysis / Mathematical sciences / Spectral theory / Spectral theory of ordinary differential equations / Λ-ring / Mathematical finance / Statistics / Monte Carlo methods in finance

Weighted Monte Carlo Marco Avellaneda∗ First version: This version: Peter J¨ackel†

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2009-05-16 14:13:02
36Linear algebra / Group theory / Vector space / Spectral theory of ordinary differential equations / Sturm–Liouville theory / Algebra / Mathematics / Abstract algebra

Corrections to “Monte Carlo methods in finance” 11th December 2009 Below, I highlight the erroneous text in red, and the replacement in blue. Please note that some of the corrections listed below may only apply to th

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2009-12-11 12:39:36
37LIBOR market model / Monte Carlo methods in finance / Finance / Foreign-exchange option / Mathematical finance / Financial economics / Options

An asymptotic FX option formula in the cross currency Libor market model Atsushi Kawai∗ First version: This version:

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2007-02-03 07:02:49
38Mathematical sciences / Mark S. Joshi / Quantitative analyst / Monte Carlo methods in finance / Option / Joshi / LIBOR market model / Computational finance / Interest rate derivative / Mathematical finance / States and territories of India / Financial economics

LIST OF PAPERS: MARK S. JOSHI Books (1) M.S. Joshi, the Concepts and Practice of Mathematical Finance, Dec 2003, Cambridge University Press, second edition November[removed]M.S. Joshi, C++ Design Patterns and Derivative

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Source URL: www.markjoshi.com

Language: English - Date: 2014-05-01 22:09:40
39Kullback–Leibler divergence / Mathematical analysis / Mathematical sciences / Spectral theory / Spectral theory of ordinary differential equations / Λ-ring / Mathematical finance / Statistics / Monte Carlo methods in finance

Weighted Monte Carlo Marco Avellaneda∗ First version: This version: Peter J¨ackel†

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Source URL: www.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2011-07-26 17:11:42
40Linear algebra / Group theory / Vector space / Spectral theory of ordinary differential equations / Sturm–Liouville theory / Algebra / Mathematics / Abstract algebra

Corrections to “Monte Carlo methods in finance” 11th December 2009 Below, I highlight the erroneous text in red, and the replacement in blue. Please note that some of the corrections listed below may only apply to th

Add to Reading List

Source URL: www.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2011-07-26 17:11:47
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