This paper reviews the use of Monte Carlo simulation in the field of financial engineering. It focuses on several interesting topics and introduces their recent development, including path generation, pricing American-style derivatives, evaluating Greeks and estimating value-at-risk. The paper is not intended to be a comprehensive survey of the research literature
Monte Carlo simulation is a valuable tool in computational finance. It is widely used to evaluate po...
Monte Carlo simulation is a valuable tool in computational finance. It is widely used to evaluate po...
We give an introduction to and a survey on the use of Quasi-Monte Carlo and of Monte Carlo methods e...
The book illustrates the application of Monte Carlo methods in financial engineering and economics. ...
In this paper, an exposition is made on the use of Monto Carlo method in simulation of financial pro...
Abstract This advanced tutorial aims at an exposition of problems in finance that are worthy of stud...
Monte Carlo simulation is an essential tool in financial engineering. This course will cover the fun...
This book is intended as an introduction to both Monte Carlo methods and financial and actuarial mod...
Monte Carlo methods are highly appreciated and intensively employed in computational finance in the ...
Monte Carlo methods are highly appreciated and intensively employed in computational finance in the ...
The aim of the thesis is the description of the Monte Carlo simulation method, which in recent decad...
Giles has provided in the duration of the dissertation. One looks at the pricing of American options...
The paper deals with Monte Carlo simulation method and its application in Risk Management. The autho...
Algorithmica Research AB develops software application for the financial markets. One of their produ...
The paper deals with Monte Carlo simulation method and its application in Risk Management. The autho...
Monte Carlo simulation is a valuable tool in computational finance. It is widely used to evaluate po...
Monte Carlo simulation is a valuable tool in computational finance. It is widely used to evaluate po...
We give an introduction to and a survey on the use of Quasi-Monte Carlo and of Monte Carlo methods e...
The book illustrates the application of Monte Carlo methods in financial engineering and economics. ...
In this paper, an exposition is made on the use of Monto Carlo method in simulation of financial pro...
Abstract This advanced tutorial aims at an exposition of problems in finance that are worthy of stud...
Monte Carlo simulation is an essential tool in financial engineering. This course will cover the fun...
This book is intended as an introduction to both Monte Carlo methods and financial and actuarial mod...
Monte Carlo methods are highly appreciated and intensively employed in computational finance in the ...
Monte Carlo methods are highly appreciated and intensively employed in computational finance in the ...
The aim of the thesis is the description of the Monte Carlo simulation method, which in recent decad...
Giles has provided in the duration of the dissertation. One looks at the pricing of American options...
The paper deals with Monte Carlo simulation method and its application in Risk Management. The autho...
Algorithmica Research AB develops software application for the financial markets. One of their produ...
The paper deals with Monte Carlo simulation method and its application in Risk Management. The autho...
Monte Carlo simulation is a valuable tool in computational finance. It is widely used to evaluate po...
Monte Carlo simulation is a valuable tool in computational finance. It is widely used to evaluate po...
We give an introduction to and a survey on the use of Quasi-Monte Carlo and of Monte Carlo methods e...