Vibrato Monte Carlo and the calculation of greeks

Vibrato Monte Carlo and the calculation of greeks

Show other versions (1)

In computational ¯nance Monte Carlo simulation can be used to calculate the correct prices of ¯nancial options, and to compute the values of the as- sociated Greeks (the derivatives of the option price with respect to certain input parameters). The main methods used for the calculation of Greeks are...

書目詳細資料
主要作者:	Keegan, S
格式:	Thesis
出版:	University of Oxford;Mathematics 2008

相似書籍

Vibrato Monte Carlo and the calculation of greeks
由: Keegan, S
出版: (2008)

Investigation into Vibrato Monte Carlo for the Computation of Greeks of Discontinuous Payoffs
由: Burgos, S
出版: (2009)

Vibrato Monte Carlo sensitivities
由: Giles, M
出版: (2009)

Vibrato Monte Carlo sensitivities.
由: Giles, M
出版: (2007)

Entrenamiento del vibrato en cantantes Vibrato training in singers
由: Marco Antonio Guzmán
出版: (2011-06-01)

O vibrato no violoncelo
由: Henrique Lucena, et al.
出版: (2022-12-01)

Smoking Adjoints: fast evaluation of Greeks in Monte Carlo calculations
由: Giles, M, et al.
出版: (2005)

The computation of Greeks with multilevel Monte Carlo
由: Burgos, S
出版: (2014)

The role of vibrato in the perception of violin timbral quality
由: Law, Michele Soo Ling
出版: (2002)

Ney İcrasında Vibrato Tekniğine Dair Bir İnceleme
由: Lokman Öztürk
出版: (2023-03-01)

VIBRATO IN THE MODERN POP-MUSIC: TECHNOLOGICAL AND PERFORMING ASPECTS
由: JULEA, VIOLETA
出版: (2023-12-01)

O vibrato de cantores profissionais da música gospel
由: Ana Carla Schmidel Lourenço Silva, et al.
出版: (2014-08-01)

Vibrato in Singing Voice: The Link between Source-Filter and Sinusoidal Models
由: Arroabarren Ixone, et al.
出版: (2004-01-01)

Computing Greeks with Multilevel Monte Carlo Methods using Importance Sampling
由: Euget, T
出版: (2012)

Quantum Monte Carlo Calculations for Minimum Energy Structures
由: Wagner, Lucas K., et al.
出版: (2010)

Monte Carlo Calculation of Fragment Distributions in Nuclear Reactions
由: A. Deppman, et al.
出版: (2012-01-01)

Monte carlo dose calculation in dental amalgam phantom
由: Mohd Zahri Abdul Aziz, et al.
出版: (2015-01-01)

Neutron clustering in Monte Carlo iterated-source calculations
由: Thomas M. Sutton, et al.
出版: (2017-09-01)

Accuracy of reliability calculated by the Monte Carlo simulation method
由: Dušan Đ. Ostojić, et al.
出版: (2012-10-01)

MONTE CARLO-BASED DYNAMIC CALCULATIONS OF STATIONARY PERTURBATIONS
由: Demazière C, et al.
出版: (2021-01-01)

The calculation of neutron flux using Monte Carlo method
由: Günay Mehtap, et al.
出版: (2017-01-01)

Comparative Study of Musical Timbral Variations: Crescendo and Vibrato Using FFT-Acoustic Descriptor
由: Yubiry Gonzalez, et al.
出版: (2023-09-01)

Domain Decomposition Strategy for Pin-wise Full-Core Monte Carlo Depletion Calculation with the Reactor Monte Carlo Code
由: Jingang Liang, et al.
出版: (2016-06-01)

Parallel Fission Bank Algorithms in Monte Carlo Criticality Calculations
由: Romano, Paul Kollath, et al.
出版: (2012)

Monte Carlo calculation of the pinch and bootstrap neoclassical transport coefficients
由: Johnson, J.W., et al.
出版: (2015)

Calculating reaction rate derivatives in Monte Carlo neutron transport/
由: Harper, Sterling (Sterling M.)
出版: (2017)

Calculations of HREM image intensity using Monte Carlo integration.
由: Chang, L, et al.
出版: (2005)

Monte Carlo calculations in nuclear medicine : applications in diagnostic imaging /
由: Ljungberg, Michael, et al.
出版: (2013)

Monte Carlo dose calculation in snyder analytical head phantom /
由: 379788 Noor Arda Adrina Daud, et al.
出版: (2007)

USING THE MONTE CARLO METHOD FOR CALCULATING THE ERROR OF THE MEASUREMENT SYSTEM
由: Є.І. Байда, et al.
出版: (2024-10-01)

Simulation of edge effects in thermophotovoltaic efficiency by Monte Carlo calculation
由: Rubin Liu, et al.
出版: (2023-02-01)

Renewables power limit calculation using Monte Carlo simulation
由: Moises Ferrer-Vallin, et al.
出版: (2022-09-01)

Three-dimensional Monte Carlo calculation of some nuclear parameters
由: Günay Mehtap, et al.
出版: (2017-01-01)

Preservation of kinetics parameters generated by Monte Carlo calculations in two-step deterministic calculations
由: Takasugi Cole, et al.
出版: (2023-01-01)

Monte carlo and quasi-monte carlo methods 2006 /
由: International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (7th : 2006 : Ulm, Germany), et al.
出版: (2008)

Methods for including multiphysics feedback in Monte Carlo reactor physics calculations
由: Ellis, Matthew Shawn
出版: (2017)

Adjoint-based deviational Monte Carlo methods for phonon transport calculations
由: Peraud, Jean-Philippe Michel, et al.
出版: (2015)

Calculation of reliability of radio-electronic systems using the Monte Carlo method
由: Legkiy Timofey
出版: (2025-01-01)

Monte Carlo Calculation: Thermodynamic Functions in Zeolites. I. Theoretical Fundamentals
由: K. Fiedler, et al.
出版: (1986-09-01)

Calculation of the Effective Delayed Neutron Fraction by Deterministic and Monte Carlo Methods
由: M. Carta, et al.
出版: (2011-01-01)