Simulation Methods in Financial Mathematics

Date

2012

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

Citation