1 Table of Contents: “... One: Introduction to Monte Carlo Methods; 1.1 Historical origin of Monte Carlo simulation; 1.2 Monte...”

2 Table of Contents: “...Introduction -- Intuition about uncertainty and risk -- The classical approach to decision making...”

3 Table of Contents: “... -- Modelling, simulation and machine learning -- Portfolio optimization -- Financial data: beyond time series...”

4 Table of Contents: “... -- Cash Flow Simulation Models for Premium and Surplus Analysis -- Some Aspects of Life Assurance Solvency...”

5 Table of Contents: “... of the black-scholes formula -- Simulation methods -- Hedging strategies in practice...”

6 Table of Contents: “... on the price -- 10 The classical figures -- 11 Japanese figures -- 12 Basic Oscillators -- 13 Drawdown -- 14...”

7 Table of Contents: “... -- 13.1: Why an Alternative to VaR? -- 13.2: Classical Decomposition, New Interpretation -- 13.3...”

8

9 Table of Contents: “... Simulations for Option Pricing; 4.8.1 The founding result; 4.8.2 Monte-Carlo methods for plain vanilla options...”

10 Table of Contents: “... and Commodities -- Validating the Proxies -- Trend over Two Centuries -- Results of the Full Simulation -- A...”

11 Table of Contents: “... Funds -- Simulation as a Research Tool for Market Architects -- Motivations for Issuing Putable Debt...”