Category:Monte Carlo methods in finance

• Monte Carlo methods in finance (finance)

A

• Agent-based computational economics (computing)

B

• Brownian model of financial markets (computing)

C

• Counterparty credit risk (computing)
• Credit valuation adjustment (computing)

D

• Datar–Mathews method for real option valuation (computing)

E

• Expected shortfall (computing)

H

• Historical simulation (finance)

L

• Liquidity at risk (computing)

M

• Margin at risk (computing)
• Monte Carlo methods for option pricing (computing)

P

• Potential future exposure (computing)
• Profit at risk (computing)

Q

• Quasi-Monte Carlo methods in finance (finance)

S

• Statistical finance (finance)
• Stochastic investment model (computing)
• Stochastic modelling (insurance) (computing)

T

• Tail value at risk (computing)

V

• Value at risk (computing)

W

• Wilkie investment model (computing)

X

• XVA (computing)