Simulation Techniques in Financial Risk Management (Q5253279): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 20:36, 8 February 2024
scientific article; zbMATH DE number 6443083
Language | Label | Description | Also known as |
---|---|---|---|
English | Simulation Techniques in Financial Risk Management |
scientific article; zbMATH DE number 6443083 |
Statements
Simulation Techniques in Financial Risk Management (English)
0 references
4 June 2015
0 references
random number generation
0 references
Monte Carlo simulations
0 references
variance reduction techniques
0 references
Black-Scholes model
0 references
option pricing
0 references
interest rate models
0 references
Markov chain Monte Carlo
0 references