[4] This article discusses typical financial problems in which Monte Carlo methods are used. It also touches on the use of so-called "quasi-random" methods such as the use of Sobol...
Monte Carlo Methods in Financial Engineering | From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will...
Deterministic methods , such as finite difference methods for ODEs and PDEs, explicit and implicit schemes, and free boundary problems for American options. ; Stochastic methods , such as Monte Carlo simulation, including variance reduction and quasi-Monte Carlo. ; Data-driven methods , including calibration and filtering techniques.
Operational risk management : ... · Girling, Philippa · 325.85 G525o2 ; Detecting earnings management · Giroux, Gary A · 325.85 G528d ; Monte Carlo methods in financi... · Glasserman, Paul · 325.85 G549m ; Global perspectives on risk ma... · Ferreira, Augusta da... · 325.85 G562
서명 / 저자 : Monte Carlo methods in financial engineering / Paul Glasserman. 저자명 : Glasserman, Paul, 발행사항 : New York : Springer, c2004. 총서명 : Applications of mathematics ; 53
In this paper we concentrate on Monte Carlo methods and financial simulation, and discuss computational and algorithmic issues when financial simulation algorithms are developed over GPU...
Monte Carlo methods are widely used in various fields of science, engineering, and mathematics, such as physics, chemistry, biology, statistics, artificial intelligence, finance, and...
Monte Carlo methods have revolutionized programming and engineering. These methods use the power of randomness, which makes them effective tools that help developers solve difficult problems in man...
Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applications of Monte Carlo methods in financial engineering and economics.
Contributions In the present paper we focus on leveraging Tensor Pro- cessing Units (TPUs) for financial Monte Carlo methods. We aim to show that although such accelerators were designed...