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Monte Carlo methods in finance
Results: 47

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41	An asymptotic FX option formula in the cross currency Libor market model Atsushi Kawai∗ First version: This version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:24:35 LIBOR market model Monte Carlo methods in finance Finance Foreign-exchange option Mathematical finance Financial economics Options
42	Bibliography [1] C. Alexander, Principal component analysis of implied volatility and skews, ISMA Centre Discussion Paper in Finance 2000–[removed]C. Alexander, Market Models: a Guide to Financial Data Analysis, Wiley, Add to Reading List Source URL: www.markjoshi.com Language: English - Date: 2009-01-27 19:13:55 Finance Swaption Monte Carlo methods in finance Black–Scholes Implied volatility Interest rate derivative LIBOR market model Stochastic volatility Model risk Mathematical finance Financial economics Options
43	Monte Carlo Derivative valuation: Add to Reading List Source URL: spears.okstate.edu Language: English - Date: 2007-07-18 11:08:30 Probability theory Monte Carlo methods in finance Statistical inference Measurement Normal distribution Variance Sampling distribution Stochastic differential equation Risk-neutral measure Statistics Mathematical finance Stochastic processes
44	Monte Carlo valuation continued: Add to Reading List Source URL: spears.okstate.edu Language: English - Date: 2007-07-18 11:08:30 Finance Options Monte Carlo methods in finance Cholesky decomposition Asian option Financial economics Mathematical finance Investment
45	Solvay Business School Add to Reading List Source URL: www.ulb.ac.be Language: English - Date: 2005-11-22 02:03:47 Economics Financial economics Management accounting Net present value Corporate finance Monte Carlo methods in finance Spreadsheet Present value Monte Carlo method Mathematical finance Finance Investment
46	PDF Document Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2001-08-22 11:49:26 Finance Options Monte Carlo methods Fixed income analysis Heath–Jarrow–Morton framework Black–Scholes Binomial options pricing model Monte Carlo methods in finance Importance sampling Mathematical finance Statistics Financial economics
47	PDF Document Add to Reading List Source URL: probabilitymanagement.org Language: English - Date: 2011-03-31 13:16:01 Mathematics Statistical mechanics Computational physics Probabilistic complexity theory Monte Carlo method Simulation Monte Carlo methods in finance Applied mathematics Mathematical finance Probability and statistics

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