Simulation Methods in Financial Mathematics
Date
2012
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Tartu Ülikool
Abstract
BeSt programmi toetusel valminud e-kursuse "Simulation Methods in Financial Mathematics " materjalid.
Description
Course gives an overview of and practical experiece in the
different aspects of applying Monte-Carlo methods for pricing various derivative
securities.
Keywords
finantsmatemaatika, financial option, numerical method, Monte-Carlo simulation, BeSt programm