✦ LIBER ✦

Monte Carlo grid for financial risk management

✍ Scribed by Shu Tezuka; Hiroki Murata; Shuji Tanaka; Shoji Yumae

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Method of Monte Carlo grid for data anal

✍ M. Filipowicz; V.M. Bystritsky; P.E. Knowles; F. Mulhauser; J. Woźniak 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 529 KB

Quasi-Monte Carlo integration on the gri

✍ Emanouil Atanassov; Aneta Karaivanova; Todor Gurov; Sofiya Ivanovska; Mariya Dur 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 346 KB

Monte Carlo mass production for the ZEUS

✍ H. Stadie; M. Ernst; J. Ferrando; R. Mankel; K. Wrona 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 293 KB

VaR for nonlinear financial instruments

✍ Manuel Ammann; Christian Reich 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 112 KB

Monte Carlo methods for mean-risk optimi

✍ Huifu Xu; Dali Zhang 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 608 KB

A quitting rule for Monte Carlo simulati

✍ Gordon Woo 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 547 KB