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Stentoft, Lars - In: Journal of risk and financial management : JRFM 13 (2020) 7/145, pp. 1-4

The field of computational finance is evolving ever faster. This book collects a number of novel contributions on the use of computational methods and techniques for modelling financial asset prices, returns, and volatility, and on the use of numerical methods for pricing, hedging, and risk...

Persistent link: https://www.econbiz.de/10012309311

Analysis of price risk management strategies in dairy farming using whole-farm simulations

Neyhard, James; Tauer, Loren W.; Gloy, Brent - In: Journal of agricultural and applied economics 45 (2013) 2, pp. 313-327

Persistent link: https://www.econbiz.de/10009757070

Hedge accounting and its consequences on portfolio earnings : a simulation study

Müller, Viktoria - In: Accounting in Europe 17 (2020) 2, pp. 204-237

Persistent link: https://www.econbiz.de/10012255512

Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses : a Monte Carlo investigation

Varma, Jayanth Rama; Virmani, Vineet - In: The journal of financial market infrastructures 10 (2021) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10013530785

Wetterderivate: ein Instrument im Risikomanagement für die Landwirtschaft?

Berg, Ernst; Schmitz, Bernhard; Starp, Michael; … - In: Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, … 54 (2005) 3, pp. 158-170

Konstruktion eines Wetterderivats als Option auf einen Niederschlagsindex. Mittels stochastischer Simulation wird sodann dessen …

Persistent link: https://www.econbiz.de/10002730854

Handbook of financial risk management : simulations and case studies

Chan, Ngai Hang; Wong, Hoi Ying - 2013

Persistent link: https://www.econbiz.de/10009786326

Using Monte Carlo simulation with DCF and real options risk pricing techniques to analyse a mine financing proposal

Samis, Michael; Davis, Graham A. - In: International journal of financial engineering and risk … 1 (2014) 3, pp. 264-281

Persistent link: https://www.econbiz.de/10010476913

Enhanced calibration of spread option simulation pricing

Zhang, Shuming; Pirvu, Traian A. - In: Risks : open access journal 13 (2025) 7, pp. 1-15

This paper enhances the calibration procedure for pricing spread options with liquidity risk. The novelty is the use of Chebyshev interpolation to fit the prices.Numerical experiments reveal that the calibrated parameters are close to the ones obtained by a previous work. However, the fit...

Persistent link: https://www.econbiz.de/10015436699

Pricing and risk management of synthetic CDOs

Schlösser, Anna - 2011

Persistent link: https://www.econbiz.de/10008797619

Variance reduction for risk measures with importance sampling in nested simulation

Xing, Yue; Sit, Tony; Wong, Hoi Ying - In: Quantitative finance 22 (2022) 4, pp. 657-673

Persistent link: https://www.econbiz.de/10013367849