Simulation Techniques in Financial Risk Management (Q5479633): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1002/0471789496 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2480483578 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 15:40, 19 March 2024
scientific article; zbMATH DE number 5039738
Language | Label | Description | Also known as |
---|---|---|---|
English | Simulation Techniques in Financial Risk Management |
scientific article; zbMATH DE number 5039738 |
Statements
Simulation Techniques in Financial Risk Management (English)
0 references
10 July 2006
0 references
random number generation
0 references
Black-Scholes model
0 references
scenario analysis
0 references
variance reduction techniques
0 references
option pricing
0 references
Markov chain Monte Carlo
0 references