https://symin.us/posts/financial_engineering/2024-03-30.html
Gloria - Quantitative Finance - Chapter 80 - Monte Carlo simulation
The relationship between option values and expectations for equities, currencies, commodities and indices the relationship between derivative products and expectations when interest rates are stochastic how to do Monte Carlo simulations to calculate deriva
symin.us

'Financial Engineering' 카테고리의 다른 글
The Volatility Smile - Chapter 4 - Variance Swaps (0) | 2024.04.01 |
---|---|
The Volatility Smile - Chapter 3 - Static and Dynamic Replication (0) | 2024.03.31 |
The Volatility Smile - Chapter 2 - The principle of replication (0) | 2024.03.31 |
Quantitative Finance - Chapter 46 - defects in the Black-Scholes model (0) | 2024.03.28 |
Quantitative Finance - Chapter 45 - financial modeling (0) | 2024.03.27 |