文件名称:SimpleMonteCarloModel
- 所属分类:
- 数学计算/工程计算
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- [PDF]
- 上传时间:
- 2012-11-26
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- 114kb
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- hamin******
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we shall study the pricing of derivatives using Monte
Carlo simulation.We do this not to study the intricacies of Monte Carlo but because
it provides many convenient examples of concepts that can be abstracted.
Carlo simulation.We do this not to study the intricacies of Monte Carlo but because
it provides many convenient examples of concepts that can be abstracted.
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A simple Monte Carlo model.pdf