Finance with Monte Carlo (Q5327416)
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scientific article; zbMATH DE number 6196309
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Finance with Monte Carlo |
scientific article; zbMATH DE number 6196309 |
Statements
Finance with Monte Carlo (English)
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7 August 2013
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finance
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financial engineering
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Monte Carlo methods
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stock price
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Brownian motion model
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binomial lattice model
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Wiener process
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mean-variance theory
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risk-free rate
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market portfolio
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European and American options
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Black-Scholes formula
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exotic options
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Lévy process
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Lévy measures
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0.92387015
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0.8830168
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0.8736609
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0.8731825
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