Monte Carlo evaluation of sensitivities in computational finance
In computational finance, Monte Carlo simulation is used to compute the correct prices for financial options. More important, however, is the ability to compute the so-called "Greeks'', the first and second order derivatives of the prices with respect to input parameters such as the c...
| المؤلف الرئيسي: | |
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| التنسيق: | Report |
| منشور في: |
Unspecified
2007
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