Search Results for Monte Carlo method.

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6 Results Found

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Hedge fund modelling and analysis using Excel and VBA

Darbyshire, Paul.

Format:

Books

Publication Date

2012

Excerpt:

.2.Parametric Method -- 7.2.3.Monte Carlo Simulation -- 7.3.Modified VaR -- 7.4.Expected Shortfall

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An information theoretic approach to econometrics

Judge, George G.

Format:

Books

Publication Date

2012

Excerpt:

likelihood functions -- Cressie-Read-MEL-type estimators in practice: Monte Carlo evidence of estimation and

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Monte Carlo simulation with applications to finance

Wang, Hui, 1976-

Format:

Books

Publication Date

2012

Excerpt:

Monte Carlo method.

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Financial modelling : theory, implementation and practice (with Matlab source)

Kienitz, Joerg.

Format:

Books

Publication Date

2012

Excerpt:

Method -- 5.4.1.Application to Other Payoffs -- 5.5.The Attari Method -- 5.6.The Convolution Method -- 5

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Integrated cost-schedule risk analysis

Hulett, David T.

Format:

Books

Publication Date

2011

Excerpt:

Why conduct risk analysis? -- Cost risk analysis: the basics -- What is Monte Carlo analysis and

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Financial models with Lévy processes and volatility clustering

Rachev, S. T. (Svetlozar Todorov)

Format:

Books

Publication Date

2011

Excerpt:

.6.2.A Nonparametric Monte Carlo Method -- 8.6.3.A Monte Carlo Example -- Appendix -- References

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