# Category:Monte Carlo methods in finance

Finance portal |

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

## 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)*

### 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)*