scientific article

zbMath1251.91006MaRDI QIDQ2904642

John M. Charnes

Publication date: 15 August 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

risk analysisoption pricingMonte Carlo simulationcredit riskfinancial time seriesrisk managementfinancial modelingCrystall Ball\(^{\circledR}\)Excel\(^{\circledR}\)

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Microeconomic theory (price theory and economic markets) (91B24) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Credit risk (91G40)

Related Items (3)

Unnamed Item ⋮ CrystallBall ⋮ Selecting the Best Alternative Based on Its Quantile

Uses Software

• OptQuest
• Excel

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