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1
by Brandimarte, Paolo
Published 2014
John Wiley & Sons
Table of Contents: “... One: Introduction to Monte Carlo Methods; 1.1 Historical origin of Monte Carlo simulation; 1.2 Monte...”
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2
by Schöne, Max
Published 2015
Springer Fachmedien Wiesbaden
Table of Contents: “... Diffusion, and Lévy Processes -- Real Options Valuation Using Monte Carlo Simulation and the Longstaff...”
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3
by Herwig, Tobias
Published 2006
Springer Berlin Heidelberg
Table of Contents: “... Monte Carlo Simulation -- Synopsis...”
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4
by Charnes, John Martin
Published 2012
Wiley
Table of Contents: “... the Author; CHAPTER 1 Introduction; 1.1 FINANCIAL MODELING; 1.2 RISK ANALYSIS; 1.3 MONTE CARLO SIMULATION...”
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5
by Duffy, Daniel J.
Published 2018
John Wiley & Sons
Table of Contents: “...) -- Monte Carlo simulation, Part I -- Monte Carlo simulation, Part II....”
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6
by Schlogl, Erik
Published 2014
CRC Press
Table of Contents: “... an implied volatility surface; Stochastic volatility Monte Carlo Simulation; Background; The generic Monte...”
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7
by Unger, Andrea
Published 2021
John Wiley & Sons, Ltd
Table of Contents: “... Models -- Refining the Techniques -- The Monte Carlo Simulation -- The Work Plan -- Combining Forces...”
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8
by Yan, Yuxing
Published 2017
Packt Publishing
Table of Contents: “...: Portfolio Theory -- Chapter 10: Options and Futures -- Chapter 11: Value at Risk -- Chapter 12: Monte Carlo...”
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9
by Fabozzi, Frank J.
Published 2008
Wiley
“... pricing, and Monte Carlo simulation, and offers practical insights on effectively applying them to real...”
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10
by Helbk̆, Morten, Lv̜aas, Ragnar, Mjl̜hus, Jon Olav
Published 2013
Routledge
Table of Contents: “... Carlo simulations -- VBA -- Visual basic for applications -- Programming in VBA -- Control structures...”
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11
by Onimus, Jil Caroline
Published 2011
Gabler Verlag
“... using Least Squares Monte Carlo simulation. The pricing model is calibrated by means of a dataset...”
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12
by Braumann, Carlos A.
Published 2019
John Wiley & Sons, Inc.
Table of Contents: “... of probability and stochastic processes; 2.1 Revision of probabilistic concepts; 2.2 Monte Carlo simulation...”
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13
by Hull, Isaiah, Sattath, Or, Diamanti, Eleni, Wendin, Göran
Published 2024
Springer Nature Switzerland
“... function approximation, linear systems analysis, graphical modeling, Monte Carlo simulation, matrix...”
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14
by Lewinson, Eryk
Published 2020
Packt
Table of Contents: “... Models -- Chapter 5: Modeling Volatility with GARCH Class Models -- Chapter 6: Monte Carlo Simulations...”
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15
by Hilpisch, Yves J.
Published 2019
O'Reilly Media
“... you how to develop a full-fledged framework for Monte Carlo simulation-based derivatives and risk...”
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16
by Turfus, Colin
Published 2021
John Wiley & Sons, Ltd.
“... institutions' default strategy of throwing everything into a big Monte Carlo simulation is reaching its limits...”
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17
by Maurer, Frantz
Published 2024
Wiley
Table of Contents: “... -- The gaussian framework -- A brief overview of monte carlo simulation -- Risk contribution -- Shortcomings...”
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18
by Macarty, Matt
Published 2019
Packt Publishing
“...) and simulate portfolio values using Monte Carlo Simulation which is a broader class of computational algorithms...”
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19
by Miller, Michael
Published 2012
John Wiley & Sons
Table of Contents: “...; Application: Monte Carlo Simulations Part II: Cholesky Decomposition; Problems; CHAPTER 7 Vector Spaces...”
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20
by Malz, Allan M.
Published 2011
Wiley
Table of Contents: “...; 5.4 Portfolio VAR via Monte Carlo simulation; 5.5 Option Vega Risk; 5.5.1 Vega Risk and the Black...”