Category:Monte Carlo methods in finance
Pages in category "Monte Carlo methods in finance"
The following 21 pages are in this category, out of 21 total.
- Monte Carlo methods in finance (finance)
- Agent-based computational economics (computing)
- Brownian model of financial markets (computing)
- Datar–Mathews method for real option valuation (computing)
- Expected shortfall (computing)
- Historical simulation (finance)
- Liquidity at risk (computing)
- Quasi-Monte Carlo methods in finance (finance)
- Tail value at risk (computing)
- Value at risk (computing)
- Wilkie investment model (computing)
- XVA (computing)