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Category:Monte Carlo methods in finance

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Handwiki book24.pngFinance portal

Here is a list of articles in the Monte Carlo methods in finance category of the Finance portal.

The main article for this category is Finance:Monte Carlo methods in finance.

Pages in category "Monte Carlo methods in finance"

The following 23 pages are in this category, out of 23 total.

 

  • Finance:Monte Carlo methods in finance

A

  • Finance:Agent-based computational economics

B

  • Brownian model of financial markets

C

  • Cash flow at risk
  • Counterparty credit risk
  • Credit valuation adjustment

D

  • Datar–Mathews method for real option valuation

E

  • Earnings at risk
  • Expected shortfall

H

  • Finance:Historical simulation

L

  • Liquidity at risk

M

  • Margin at risk
  • Monte Carlo methods for option pricing

P

  • Potential future exposure
  • Profit at risk

Q

  • Finance:Quasi-Monte Carlo methods in finance

S

  • Finance:Statistical finance
  • Stochastic investment model
  • Stochastic modelling (insurance)

T

  • Tail value at risk

V

  • Value at risk

W

  • Wilkie investment model

X

  • XVA
Retrieved from "https://handwiki.org/wiki/index.php?title=Category:Monte_Carlo_methods_in_finance&oldid=216107"
Categories:
  • Monte Carlo methods
  • Mathematical finance
  • Financial models
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        • Monte Carlo methods
        • Mathematical finance
        • Financial models
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        • This page was last edited on 16 January 2021, at 09:03.
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