Monte Carlo Computation in Finance (Q3405423)

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Monte Carlo Computation in Finance
scientific article

    Statements

    title
    Monte Carlo Computation in Finance (English)
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    author
    Jeremy Staum
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    publication date
    15 February 2010
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    zbMATH Keywords
    Monte Carlo
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    hedging
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    pricing
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    risk management
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    portfolio optimization
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    model calibration
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    variance reduction
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    optimization
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    sensitivity analysis
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    multigrid
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65C05
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    91-02
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    zbMATH DE Number
    5671485
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    OpenAlex ID
    W143484056
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