Monte Carlo methods in finance
id:
monte-carlo-methods-in-finance-288-10209216
title:
Monte Carlo methods in finance
text:
Monte Carlo methods are used in corporate finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining the distribution of their value over the range of resultant outcomes. This is usually done by help of stochastic asset models. The advantage of Monte Carlo methods over other techniques increases as the dimensions of the problem increase. Monte Carlo methods we
brand slug:
wiki
category slug:
encyclopedia
description:
Probabilistic measurement methods
original url:
https://en.wikipedia.org/wiki/Monte_Carlo_methods_in_finance
date created:
date modified:
2023-07-21T13:49:10Z
main entity:
{"identifier":"Q6904707","url":"https://www.wikidata.org/entity/Q6904707"}
image:
fields total:
13
integrity:
14