Simulation Techniques in Financial Risk Management
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15

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1

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Published By John Wiley & Sons, Inc.

9780471789499, 9780471469872

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Black-Scholes Model and Option Pricing

Simulation Techniques in Financial Risk Management ◽

10.1002/0471789496.ch3 ◽

2006 ◽

pp. 31-48

Keyword(s):

Option Pricing ◽

Black Scholes Model ◽

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Variance Reduction Techniques

Simulation Techniques in Financial Risk Management ◽

10.1002/0471789496.ch6 ◽

2006 ◽

pp. 89-119

Keyword(s):

Variance Reduction ◽

Variance Reduction Techniques ◽

Reduction Techniques

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Interest Rate Models

Simulation Techniques in Financial Risk Management ◽

10.1002/0471789496.ch9 ◽

2006 ◽

pp. 159-166 ◽

Keyword(s):

Interest Rate ◽

Interest Rate Models

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Frontmatter

Simulation Techniques in Financial Risk Management ◽

10.1002/0471789496.fmatter ◽

2006 ◽

pp. i-xvii

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References

Simulation Techniques in Financial Risk Management ◽

10.1002/0471789496.refs ◽

2006 ◽

pp. 211-215

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Path-Dependent Options

Simulation Techniques in Financial Risk Management ◽

10.1002/0471789496.ch7 ◽

2006 ◽

pp. 121-144

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Brownian Motions and Itô's Rule

Simulation Techniques in Financial Risk Management ◽

10.1002/0471789496.ch2 ◽

2006 ◽

pp. 11-30

Keyword(s):

Brownian Motions

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Markov Chain Monte Carlo Methods

Simulation Techniques in Financial Risk Management ◽

10.1002/0471789496.ch10 ◽

2006 ◽

pp. 167-185

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Methods

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Index

Simulation Techniques in Financial Risk Management ◽

10.1002/0471789496.index ◽

2006 ◽

pp. 217-220

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Standard Simulations in Risk Management

Simulation Techniques in Financial Risk Management ◽

10.1002/0471789496.ch5 ◽

2006 ◽

pp. 67-88

Keyword(s):

Risk Management

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