Applications of simulation-based methods in finance : the use of ModelRisk software
Hamed Habibi, Reza Habibi
| Year of publication: |
2016
|
|---|---|
| Authors: | Habibi, Hamed ; Habibi, Reza |
| Published in: |
Journal of advanced studies in finance : JASF. - Craiova : ASERS Publ., ISSN 2068-8393, ZDB-ID 2613863-3. - Vol. 7.2016, 1/13, p. 82-89
|
| Subject: | arc-sine laws | CNPVaR | dynamic and quadratic programming | exchange rate risk | first passage of time | optional sampling theorem | statistical arbitrage | Derivat | Derivative | Arbitrage | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Software | Währungsrisiko | Exchange rate risk | Simulation | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011720964