Simulation Techniques in Financial Risk Management (Q5479633)
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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)
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10 July 2006
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random number generation
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Black-Scholes model
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scenario analysis
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variance reduction techniques
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option pricing
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Markov chain Monte Carlo
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